+163.8%
CIEN vs TJX
-9.1%
+172.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.3% |
| 7D | +8.9% | -4.6% | +13.5% | +6.7% |
| 30D | -19.1% | -17.2% | -1.9% | -25.1% |
| 3M | -21.5% | -24.9% | +3.4% | -28.2% |
| 6M | +2.8% | -19.7% | +22.5% | -5.5% |
| YTD | +49.5% | -17.2% | +66.7% | +41.4% |
| 1Y | +163.8% | -9.4% | +173.2% | +158.5% |
| All | +163.8% | -9.1% | +172.9% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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