+598.9%
CIEN vs TFC
+93.4%
+505.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.5% | +7.4% |
| 7D | -5.3% | +2.2% | -7.5% | -6.6% |
| 30D | -17.2% | -2.5% | -14.8% | -16.4% |
| 3M | -26.9% | +4.5% | -31.4% | -29.5% |
| 6M | +16.0% | +11.0% | +5.0% | +7.8% |
| YTD | +45.9% | +5.9% | +40.0% | +38.1% |
| 1Y | +186.8% | +14.6% | +172.2% | +158.0% |
| All | +598.9% | +93.4% | +505.5% | +383.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling