+20.8%
CIEN vs TMF
-22.9%
+43.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.6% | +5.5% |
| 7D | -24.1% | +1.2% | -25.3% | -24.2% |
| 30D | -45.5% | +19.7% | -65.2% | -48.1% |
| 3M | -39.7% | -2.1% | -37.6% | -38.4% |
| 6M | -57.8% | -13.4% | -44.4% | -55.0% |
| YTD | +4.1% | -16.7% | +20.8% | +13.1% |
| 1Y | +20.8% | -23.3% | +44.2% | +39.5% |
| All | +20.8% | -22.9% | +43.7% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling