+108.0%
CIEN vs TFC
+643.2%
-535.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.7% | +9.7% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -40.1% | +9.2% | -49.3% | -43.0% |
| 3M | -34.7% | -2.9% | -31.8% | -34.3% |
| 6M | -50.9% | +3.5% | -54.4% | -52.7% |
| YTD | +15.2% | +5.4% | +9.7% | +9.6% |
| 1Y | +35.2% | +17.3% | +17.9% | +21.6% |
| 3Y | +522.6% | +96.7% | +425.9% | +325.7% |
| 5Y | +344.2% | -1.1% | +345.3% | +309.4% |
| 10Y | +1,188.7% | +84.7% | +1,103.9% | +638.1% |
| All | +108.0% | +643.2% | -535.3% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling