+1,188.7%
CIEN vs TMF
-83.0%
+1,271.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.6% | +10.7% |
| 7D | -5.3% | +0.6% | -5.9% | -5.2% |
| 30D | -40.1% | +16.3% | -56.4% | -39.4% |
| 3M | -34.7% | -2.7% | -32.0% | -34.7% |
| 6M | -50.9% | -13.2% | -37.7% | -51.2% |
| YTD | +15.2% | -16.7% | +31.8% | +14.1% |
| 1Y | +35.2% | -22.7% | +57.9% | +33.1% |
| 3Y | +522.6% | -26.1% | +548.7% | +518.6% |
| 5Y | +344.2% | -88.4% | +432.6% | +252.8% |
| 10Y | +1,188.7% | -81.8% | +1,270.5% | +1,101.1% |
| All | +1,188.7% | -83.0% | +1,271.7% | +1,101.1% |
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