+13,634.3%
TSM vs CSCO
+1,810.1%
+11,824.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.6% |
| 7D | +2.7% | -0.7% | +3.4% | +3.1% |
| 30D | +3.6% | -10.1% | +13.7% | +9.6% |
| 3M | -3.4% | -15.7% | +12.3% | +5.8% |
| 6M | +20.6% | +36.3% | -15.7% | -0.3% |
| YTD | +41.9% | +43.8% | -2.0% | +13.0% |
| 1Y | +84.4% | +63.9% | +20.4% | +36.2% |
| 3Y | +380.2% | +104.4% | +275.9% | +211.7% |
| 5Y | +275.3% | +111.4% | +164.0% | +134.7% |
| 10Y | +1,751.4% | +361.7% | +1,389.7% | +610.7% |
| All | +13,634.3% | +1,810.1% | +11,824.3% | +1,149.6% |
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