+1,206.6%
CIEN vs TMF
-81.8%
+1,288.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -1.0% |
| 7D | +27.4% | -8.2% | +35.5% | +26.6% |
| 30D | -26.6% | +5.3% | -31.9% | -26.2% |
| 3M | -32.0% | -8.5% | -23.5% | -32.2% |
| 6M | -49.1% | -17.2% | -31.9% | -49.6% |
| YTD | +25.7% | -23.4% | +49.1% | +23.8% |
| 1Y | +40.3% | -30.2% | +70.6% | +37.2% |
| 3Y | +566.2% | -32.9% | +599.1% | +557.3% |
| 5Y | +378.7% | -88.5% | +467.3% | +283.7% |
| All | +1,206.6% | -81.8% | +1,288.5% | +1,137.2% |
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