+33.0%
TSM vs CSCO
+40.0%
-7.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +1.3% |
| 7D | -2.5% | -2.9% | +0.4% | -1.0% |
| 30D | -14.3% | -16.7% | +2.4% | -7.8% |
| 3M | -7.2% | -18.4% | +11.2% | +0.1% |
| 6M | -5.1% | +2.9% | -8.1% | -4.3% |
| YTD | +28.9% | +30.4% | -1.6% | +17.0% |
| All | +33.0% | +40.0% | -7.0% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling