+1,146.8%
CIEN vs TFC
+79.2%
+1,067.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -5.0% |
| 7D | +15.3% | +2.3% | +13.0% | +14.3% |
| 30D | -22.0% | +10.8% | -32.8% | -25.3% |
| 3M | -36.6% | -3.8% | -32.9% | -36.1% |
| 6M | -51.5% | +9.6% | -61.0% | -53.9% |
| YTD | +20.0% | +5.8% | +14.2% | +15.3% |
| 1Y | +44.5% | +16.2% | +28.3% | +33.5% |
| 3Y | +539.0% | +96.0% | +443.1% | +382.5% |
| 5Y | +356.8% | +1.7% | +355.1% | +329.1% |
| All | +1,146.8% | +79.2% | +1,067.6% | +715.5% |
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 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