+593.8%
CIEN vs TCOM
+2,694.8%
-2,101.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -15.2% | -9.5% | -5.7% | -13.0% |
| 30D | -21.5% | -10.7% | -10.8% | -19.3% |
| 3M | -40.1% | -14.6% | -25.4% | -38.1% |
| 6M | -6.6% | -19.3% | +12.8% | -2.1% |
| YTD | +37.3% | -42.9% | +80.2% | +55.6% |
| 1Y | +174.5% | -43.8% | +218.3% | +212.4% |
| 3Y | +562.3% | +2.1% | +560.2% | +527.0% |
| 5Y | +463.9% | +31.2% | +432.7% | +363.9% |
| 10Y | +1,302.4% | -13.9% | +1,316.3% | +1,087.3% |
| All | +593.8% | +2,694.8% | -2,101.0% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling