+522.6%
CIEN vs TLN
+563.3%
-40.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.2% | +3.4% | +6.9% |
| 7D | -5.3% | +9.1% | -14.3% | -9.0% |
| 30D | -40.1% | -4.1% | -36.0% | -38.2% |
| 3M | -34.7% | +4.4% | -39.1% | -35.2% |
| 6M | -50.9% | -6.0% | -44.8% | -49.3% |
| YTD | +15.2% | -3.1% | +18.3% | +15.6% |
| 1Y | +35.2% | -6.1% | +41.2% | +37.4% |
| 3Y | +522.6% | +575.3% | -52.8% | +256.5% |
| All | +522.6% | +563.3% | -40.7% | +256.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling