+543.5%
CIEN vs TKO
+291.2%
+252.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.4% |
| 7D | +8.9% | +2.3% | +6.6% | +8.4% |
| 30D | -19.1% | -2.5% | -16.6% | -18.8% |
| 3M | -21.5% | -10.6% | -10.9% | -19.9% |
| 6M | +2.8% | -5.1% | +7.9% | +3.2% |
| YTD | +49.5% | -8.2% | +57.7% | +50.9% |
| 1Y | +163.8% | -4.4% | +168.2% | +163.3% |
| 3Y | +615.8% | +100.4% | +515.5% | +534.9% |
| All | +543.5% | +291.2% | +252.3% | +311.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling