+506.7%
CIEN vs TFC
+15.2%
+491.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.5% | +7.2% |
| 7D | -5.3% | +2.2% | -7.5% | -6.4% |
| 30D | -17.2% | -2.5% | -14.8% | -16.5% |
| 3M | -26.9% | +4.5% | -31.4% | -29.0% |
| 6M | +16.0% | +11.0% | +5.0% | +9.7% |
| YTD | +45.9% | +5.9% | +40.0% | +40.1% |
| 1Y | +186.8% | +14.6% | +172.2% | +165.0% |
| 3Y | +607.8% | +96.7% | +511.1% | +429.5% |
| 5Y | +506.7% | +15.6% | +491.2% | +447.7% |
| All | +506.7% | +15.2% | +491.6% | +447.7% |
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 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