+48.9%
CIEN vs TDG
-5.9%
+54.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.7% | -10.0% | -9.3% |
| 7D | -25.0% | +7.1% | -32.1% | -25.1% |
| 30D | -30.1% | +11.4% | -41.5% | -30.6% |
| 3M | -33.8% | -4.6% | -29.2% | -33.7% |
| 6M | -49.4% | +5.8% | -55.3% | -50.5% |
| YTD | +16.4% | -8.5% | +24.9% | +11.1% |
| 1Y | +48.9% | -5.8% | +54.7% | +43.1% |
| All | +48.9% | -5.9% | +54.7% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling