+174.5%
CIEN vs TEM
-15.5%
+190.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -15.2% | +0.9% | -16.1% | -15.4% |
| 30D | -21.5% | +38.4% | -59.9% | -27.1% |
| 3M | -40.1% | +23.7% | -63.7% | -43.2% |
| 6M | -6.6% | +26.0% | -32.6% | -13.1% |
| YTD | +37.3% | +9.4% | +27.8% | +31.5% |
| 1Y | +174.5% | -17.3% | +191.8% | +186.2% |
| All | +174.5% | -15.5% | +190.1% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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