+344.2%
CIEN vs TFC
-0.4%
+344.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.7% | +9.9% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -40.1% | +9.2% | -49.3% | -42.4% |
| 3M | -34.7% | -2.9% | -31.8% | -34.2% |
| 6M | -50.9% | +3.5% | -54.4% | -52.4% |
| YTD | +15.2% | +5.4% | +9.7% | +10.4% |
| 1Y | +35.2% | +17.3% | +17.9% | +23.4% |
| 3Y | +522.6% | +96.7% | +425.9% | +365.0% |
| 5Y | +344.2% | -1.1% | +345.3% | +350.5% |
| All | +344.2% | -0.4% | +344.7% | +350.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling