+592.2%
CIEN vs TD
+123.9%
+468.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.2% |
| 7D | -4.6% | -1.9% | -2.6% | -3.5% |
| 30D | -12.8% | -1.6% | -11.2% | -11.9% |
| 3M | -23.1% | +4.6% | -27.7% | -25.4% |
| 6M | +6.1% | +26.8% | -20.7% | -8.4% |
| YTD | +44.5% | +28.3% | +16.2% | +24.0% |
| 1Y | +176.6% | +60.4% | +116.2% | +113.2% |
| All | +592.2% | +123.9% | +468.3% | +343.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling