+630.8%
CIEN vs TEM
+60.7%
+570.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.4% |
| 7D | -5.3% | +3.2% | -8.5% | -5.9% |
| 30D | -17.2% | +23.5% | -40.8% | -20.8% |
| 3M | -26.9% | +32.3% | -59.2% | -31.1% |
| 6M | +16.0% | +23.0% | -7.0% | +9.4% |
| YTD | +45.9% | +8.9% | +37.1% | +39.9% |
| 1Y | +186.8% | -19.9% | +206.7% | +188.0% |
| All | +630.8% | +60.7% | +570.1% | +507.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling