+1,500.5%
CIEN vs TD
+306.3%
+1,194.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.1% |
| 7D | +8.9% | -0.5% | +9.4% | +9.2% |
| 30D | -19.1% | -1.9% | -17.2% | -18.2% |
| 3M | -21.5% | +4.8% | -26.2% | -23.7% |
| 6M | +2.8% | +28.0% | -25.2% | -11.1% |
| YTD | +49.5% | +30.3% | +19.2% | +27.8% |
| 1Y | +163.8% | +59.8% | +104.0% | +100.7% |
| 3Y | +615.8% | +124.7% | +491.1% | +339.5% |
| 5Y | +548.4% | +127.0% | +421.4% | +293.1% |
| All | +1,500.5% | +306.3% | +1,194.2% | +524.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling