+1,502.2%
TSM vs CSCO
+325.8%
+1,176.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +0.8% |
| 7D | -2.5% | -2.9% | +0.4% | -0.8% |
| 30D | -14.3% | -16.7% | +2.4% | -5.4% |
| 3M | -7.2% | -18.4% | +11.2% | +3.0% |
| 6M | -5.1% | +2.9% | -8.1% | -7.7% |
| YTD | +28.9% | +30.4% | -1.6% | +8.9% |
| 1Y | +37.1% | +41.4% | -4.3% | +10.5% |
| 3Y | +341.5% | +104.7% | +236.8% | +190.0% |
| 5Y | +245.7% | +96.9% | +148.7% | +127.5% |
| 10Y | +1,502.2% | +321.5% | +1,180.8% | +599.7% |
| All | +1,502.2% | +325.8% | +1,176.4% | +599.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling