+44.5%
CIEN vs TFC
+14.5%
+29.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.7% | -4.6% |
| 7D | +15.3% | +1.2% | +14.1% | +15.3% |
| 30D | -22.0% | +9.7% | -31.6% | -22.2% |
| 3M | -36.6% | -4.8% | -31.9% | -35.8% |
| 6M | -51.5% | +8.4% | -59.9% | -53.2% |
| YTD | +20.0% | +4.7% | +15.3% | +13.6% |
| 1Y | +44.5% | +15.0% | +29.5% | +35.6% |
| All | +44.5% | +14.5% | +29.9% | +35.6% |
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