+330.4%
TSM vs CSCO
+96.6%
+233.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.2% | +4.6% | +1.6% |
| 7D | +6.2% | +1.9% | +4.3% | +5.0% |
| 30D | -7.3% | -15.8% | +8.6% | +1.3% |
| 3M | -7.1% | -15.4% | +8.3% | +1.0% |
| 6M | +0.2% | -5.4% | +5.6% | +2.1% |
| YTD | +32.2% | +26.5% | +5.8% | +12.5% |
| 1Y | +42.8% | +25.9% | +16.9% | +21.9% |
| 3Y | +330.4% | +97.5% | +232.9% | +191.2% |
| All | +330.4% | +96.6% | +233.8% | +191.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling