+355.8%
CIEN vs TCOM
+40.6%
+315.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.4% | -4.7% |
| 7D | +15.3% | -1.8% | +17.0% | +15.6% |
| 30D | -22.0% | +12.1% | -34.1% | -23.9% |
| 3M | -36.6% | -3.2% | -33.4% | -36.5% |
| 6M | -51.5% | -16.6% | -34.8% | -50.1% |
| YTD | +20.0% | -39.4% | +59.4% | +30.4% |
| 1Y | +44.5% | -41.5% | +86.0% | +58.0% |
| 3Y | +539.0% | +24.4% | +514.7% | +501.7% |
| All | +355.8% | +40.6% | +315.2% | +290.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 5y: compounded portfolio wealth divided by compounded TCOM 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…
5y analysis · Full analysis span regression · 6 months rolling