+12,377.6%
TSM vs CSCO
+1,632.2%
+10,745.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +0.7% |
| 7D | -2.5% | -2.9% | +0.4% | -0.7% |
| 30D | -14.3% | -16.7% | +2.4% | -4.9% |
| 3M | -7.2% | -18.4% | +11.2% | +3.5% |
| 6M | -5.1% | +2.9% | -8.1% | -7.9% |
| YTD | +28.9% | +30.4% | -1.6% | +8.3% |
| 1Y | +37.1% | +41.4% | -4.3% | +9.9% |
| 3Y | +341.5% | +104.7% | +236.8% | +186.0% |
| 5Y | +245.7% | +96.9% | +148.7% | +124.8% |
| 10Y | +1,502.2% | +321.5% | +1,180.8% | +546.5% |
| All | +12,377.6% | +1,632.2% | +10,745.3% | +1,097.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling