+463.1%
CIEN vs TAP
-23.7%
+486.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +9.9% | +4.2% |
| 7D | -24.1% | +0.5% | -24.6% | -23.7% |
| 30D | -45.5% | +9.1% | -54.6% | -44.1% |
| 3M | -39.7% | -3.8% | -35.9% | -39.3% |
| 6M | -57.8% | -3.4% | -54.4% | -57.1% |
| YTD | +4.1% | -10.6% | +14.7% | +5.3% |
| 1Y | +20.8% | -4.4% | +25.2% | +21.6% |
| 3Y | +463.1% | -24.4% | +487.5% | +434.9% |
| All | +463.1% | -23.7% | +486.8% | +434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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