+520.6%
CIEN vs TCOM
+21.5%
+499.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.8% |
| 7D | +5.4% | -6.5% | +11.9% | +6.7% |
| 30D | -13.7% | -16.2% | +2.6% | -10.8% |
| 3M | -23.0% | -19.3% | -3.7% | -20.2% |
| 6M | -0.8% | -27.2% | +26.4% | +5.0% |
| YTD | +43.1% | -46.2% | +89.2% | +59.4% |
| 1Y | +157.6% | -46.6% | +204.3% | +187.5% |
| 3Y | +593.8% | +8.4% | +585.4% | +572.9% |
| 5Y | +520.6% | +25.8% | +494.8% | +454.0% |
| All | +520.6% | +21.5% | +499.1% | +454.0% |
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