+147.9%
CIEN vs TD
+5,224.4%
-5,076.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.1% |
| 7D | -15.2% | +0.3% | -15.5% | -15.5% |
| 30D | -21.5% | +0.4% | -21.9% | -21.7% |
| 3M | -40.1% | +7.6% | -47.7% | -43.3% |
| 6M | -6.6% | +25.0% | -31.6% | -20.4% |
| YTD | +37.3% | +31.0% | +6.2% | +12.6% |
| 1Y | +174.5% | +65.2% | +109.4% | +90.1% |
| 3Y | +562.3% | +122.5% | +439.8% | +259.3% |
| 5Y | +463.9% | +124.8% | +339.2% | +198.4% |
| 10Y | +1,302.4% | +298.2% | +1,004.1% | +348.0% |
| All | +147.9% | +5,224.4% | -5,076.6% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling