+623.8%
CIEN vs TEM
+53.2%
+570.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.2% |
| 7D | -4.6% | -1.1% | -3.5% | -4.5% |
| 30D | -12.8% | +11.3% | -24.1% | -15.0% |
| 3M | -23.1% | +25.5% | -48.6% | -26.9% |
| 6M | +6.1% | +17.1% | -11.0% | +0.9% |
| YTD | +44.5% | +3.8% | +40.7% | +39.6% |
| 1Y | +176.6% | -24.4% | +201.0% | +180.5% |
| All | +623.8% | +53.2% | +570.6% | +506.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling