+477.0%
CIEN vs TMF
-87.5%
+564.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | -15.2% | -1.4% | -13.7% | -15.1% |
| 30D | -21.5% | -2.8% | -18.7% | -21.4% |
| 3M | -40.1% | -10.9% | -29.2% | -39.9% |
| 6M | -6.6% | -21.3% | +14.8% | -6.1% |
| YTD | +37.3% | -15.9% | +53.1% | +37.8% |
| 1Y | +174.5% | -15.7% | +190.3% | +175.6% |
| 3Y | +562.3% | -43.4% | +605.6% | +564.7% |
| All | +477.0% | -87.5% | +564.5% | +472.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling