+48.9%
CIEN vs TKO
+5.6%
+43.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.4% | -12.6% | -9.2% |
| 7D | -25.0% | +11.3% | -36.3% | -25.2% |
| 30D | -30.1% | +9.3% | -39.4% | -30.2% |
| 3M | -33.8% | +5.3% | -39.1% | -33.8% |
| 6M | -49.4% | +4.9% | -54.3% | -50.4% |
| YTD | +16.4% | -6.3% | +22.7% | +20.0% |
| 1Y | +48.9% | +4.9% | +44.0% | +44.1% |
| All | +48.9% | +5.6% | +43.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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