+110.1%
CIEN vs TAP
+735.3%
-625.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -9.3% | -4.5% | -4.8% | -8.5% |
| 30D | -39.5% | +7.5% | -47.0% | -41.1% |
| 3M | -29.8% | -4.9% | -24.9% | -29.9% |
| 6M | -50.4% | -3.5% | -46.9% | -51.0% |
| YTD | +16.3% | -11.4% | +27.8% | +16.4% |
| 1Y | +30.4% | -10.8% | +41.2% | +30.0% |
| 3Y | +516.6% | -24.5% | +541.1% | +530.5% |
| 5Y | +349.8% | +2.5% | +347.3% | +316.5% |
| 10Y | +1,184.7% | -47.6% | +1,232.3% | +1,256.5% |
| All | +110.1% | +735.3% | -625.2% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling