+609.1%
CIEN vs TLN
+602.5%
+6.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.6% | +5.0% |
| 7D | -5.3% | +10.9% | -16.2% | -9.8% |
| 30D | -17.2% | -6.3% | -10.9% | -14.7% |
| 3M | -26.9% | -10.7% | -16.2% | -23.6% |
| 6M | +16.0% | +1.6% | +14.4% | +14.7% |
| YTD | +45.9% | -13.1% | +59.0% | +52.2% |
| 1Y | +186.8% | -15.1% | +201.8% | +201.3% |
| 3Y | +607.8% | +495.0% | +112.8% | +345.6% |
| All | +609.1% | +602.5% | +6.6% | +315.2% |
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