+1,438.7%
CIEN vs TMF
-86.8%
+1,525.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | -5.3% | +1.0% | -6.3% | -5.2% |
| 30D | -17.2% | -1.8% | -15.4% | -17.3% |
| 3M | -26.9% | -8.2% | -18.6% | -27.2% |
| 6M | +16.0% | -19.5% | +35.5% | +14.3% |
| YTD | +45.9% | -16.0% | +61.9% | +44.3% |
| 1Y | +186.8% | -22.5% | +209.3% | +182.1% |
| 3Y | +607.8% | -42.3% | +650.0% | +587.9% |
| 5Y | +506.7% | -87.7% | +594.4% | +389.8% |
| 10Y | +1,438.7% | -86.5% | +1,525.2% | +1,408.1% |
| All | +1,438.7% | -86.8% | +1,525.5% | +1,408.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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