+802.5%
CIEN vs TDG
+12,839.7%
-12,037.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.2% |
| 7D | -4.6% | -2.4% | -2.1% | -3.5% |
| 30D | -12.8% | -8.0% | -4.8% | -9.5% |
| 3M | -23.1% | -10.5% | -12.6% | -19.7% |
| 6M | +6.1% | -11.9% | +18.0% | +10.5% |
| YTD | +44.5% | -15.4% | +59.9% | +52.7% |
| 1Y | +176.6% | -14.2% | +190.8% | +189.5% |
| 3Y | +601.0% | +51.0% | +549.9% | +457.1% |
| 5Y | +509.1% | +126.5% | +382.7% | +295.5% |
| 10Y | +1,460.5% | +535.6% | +924.9% | +398.5% |
| All | +802.5% | +12,839.7% | -12,037.1% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling