+1,184.7%
CIEN vs TFC
+82.1%
+1,102.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | -9.3% | +1.7% | -11.0% | -9.9% |
| 30D | -39.5% | +9.0% | -48.5% | -41.7% |
| 3M | -29.8% | -2.1% | -27.7% | -29.7% |
| 6M | -50.4% | +3.4% | -53.7% | -51.7% |
| YTD | +16.3% | +5.3% | +11.1% | +12.0% |
| 1Y | +30.4% | +16.2% | +14.2% | +20.5% |
| 3Y | +516.6% | +94.8% | +421.8% | +366.5% |
| 5Y | +349.8% | -0.7% | +350.4% | +326.3% |
| 10Y | +1,184.7% | +80.9% | +1,103.8% | +721.8% |
| All | +1,184.7% | +82.1% | +1,102.6% | +721.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling