+158.3%
CIEN vs TJX
+14,026.1%
-13,867.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | +5.4% | -4.4% | +9.8% | +7.3% |
| 30D | -13.7% | -18.6% | +4.9% | -6.0% |
| 3M | -23.0% | -24.4% | +1.3% | -14.2% |
| 6M | -0.8% | -20.2% | +19.4% | +7.7% |
| YTD | +43.1% | -16.9% | +60.0% | +52.0% |
| 1Y | +157.6% | -8.5% | +166.1% | +161.6% |
| 3Y | +593.8% | +43.7% | +550.1% | +476.7% |
| 5Y | +520.6% | +97.3% | +423.3% | +342.0% |
| 10Y | +1,444.6% | +289.0% | +1,155.6% | +672.1% |
| All | +158.3% | +14,026.1% | -13,867.7% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling