+111.5%
CIEN vs TDY
+6,969.6%
-6,858.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +5.4% | -1.9% | +7.3% | +6.4% |
| 30D | -13.7% | -12.5% | -1.2% | -7.4% |
| 3M | -23.0% | -0.8% | -22.2% | -22.4% |
| 6M | -0.8% | -9.0% | +8.1% | +5.0% |
| YTD | +43.1% | +16.8% | +26.3% | +32.8% |
| 1Y | +157.6% | +9.5% | +148.2% | +147.1% |
| 3Y | +593.8% | +45.4% | +548.4% | +477.2% |
| 5Y | +520.6% | +37.8% | +482.8% | +426.3% |
| 10Y | +1,444.6% | +470.2% | +974.4% | +500.4% |
| All | +111.5% | +6,969.6% | -6,858.1% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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