+1,500.5%
CIEN vs TDG
+547.7%
+952.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +4.1% |
| 7D | +8.9% | -1.9% | +10.8% | +9.6% |
| 30D | -19.1% | -7.7% | -11.4% | -16.9% |
| 3M | -21.5% | -9.3% | -12.2% | -19.3% |
| 6M | +2.8% | -9.4% | +12.2% | +5.0% |
| YTD | +49.5% | -14.3% | +63.7% | +55.1% |
| 1Y | +163.8% | -11.8% | +175.6% | +170.6% |
| 3Y | +615.8% | +52.0% | +563.9% | +509.0% |
| 5Y | +548.4% | +128.8% | +419.5% | +381.0% |
| All | +1,500.5% | +547.7% | +952.8% | +803.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling