+465.3%
CIEN vs TLN
+678.8%
-213.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.3% |
| 7D | -9.3% | +1.1% | -10.4% | -9.4% |
| 30D | -39.5% | -4.6% | -34.9% | -37.4% |
| 3M | -29.8% | +5.2% | -35.1% | -30.6% |
| 6M | -50.4% | -6.5% | -43.8% | -48.6% |
| YTD | +16.3% | -3.6% | +20.0% | +17.2% |
| 1Y | +30.4% | -8.2% | +38.6% | +33.9% |
| 3Y | +516.6% | +559.7% | -43.1% | +273.2% |
| All | +465.3% | +678.8% | -213.5% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling