+174.5%
CIEN vs TFC
+15.4%
+159.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -15.2% | +2.4% | -17.6% | -15.5% |
| 30D | -21.5% | -1.3% | -20.2% | -21.3% |
| 3M | -40.1% | +6.1% | -46.1% | -41.2% |
| 6M | -6.6% | +7.3% | -13.9% | -9.9% |
| YTD | +37.3% | +8.2% | +29.1% | +31.1% |
| 1Y | +174.5% | +14.4% | +160.1% | +149.5% |
| All | +174.5% | +15.4% | +159.2% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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