-23.6%
CIEN vs TEM
+46.5%
-70.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.2% | +9.0% |
| 7D | +8.7% | +5.1% | +3.7% | +8.0% |
| 30D | -26.9% | +16.8% | -43.7% | -27.3% |
| 3M | -23.6% | +42.6% | -66.2% | -27.5% |
| All | -23.6% | +46.5% | -70.1% | -27.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling