+30.4%
CIEN vs TFC
+16.8%
+13.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | -9.3% | +1.7% | -11.0% | -9.2% |
| 30D | -39.5% | +9.0% | -48.5% | -39.7% |
| 3M | -29.8% | -2.1% | -27.7% | -29.1% |
| 6M | -50.4% | +3.4% | -53.7% | -51.0% |
| YTD | +16.3% | +5.3% | +11.1% | +9.0% |
| 1Y | +30.4% | +16.2% | +14.2% | +18.7% |
| All | +30.4% | +16.8% | +13.6% | +18.7% |
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