+227.1%
CIEN vs TKO
+1,439.7%
-1,212.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.0% | +1.3% | +4.7% |
| 7D | -5.3% | +7.2% | -12.4% | -7.4% |
| 30D | -17.2% | +4.7% | -21.9% | -18.7% |
| 3M | -26.9% | -3.2% | -23.6% | -26.7% |
| 6M | +16.0% | -2.9% | +18.9% | +15.7% |
| YTD | +45.9% | -5.8% | +51.7% | +46.4% |
| 1Y | +186.8% | -1.1% | +187.9% | +182.2% |
| 3Y | +607.8% | +111.1% | +496.7% | +430.3% |
| 5Y | +506.7% | +315.6% | +191.2% | +247.7% |
| 10Y | +1,438.7% | +978.5% | +460.3% | +446.9% |
| All | +227.1% | +1,439.7% | -1,212.7% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling