+2,988.1%
CIEN vs TMF
-71.6%
+3,059.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -1.4% |
| 7D | +27.4% | -8.2% | +35.5% | +25.6% |
| 30D | -26.6% | +5.3% | -31.9% | -25.7% |
| 3M | -32.0% | -8.5% | -23.5% | -32.6% |
| 6M | -49.1% | -17.2% | -31.9% | -50.4% |
| YTD | +25.7% | -23.4% | +49.1% | +20.8% |
| 1Y | +40.3% | -30.2% | +70.6% | +32.7% |
| 3Y | +566.2% | -32.9% | +599.1% | +542.9% |
| 5Y | +378.7% | -88.5% | +467.3% | +228.1% |
| 10Y | +1,252.3% | -82.2% | +1,334.5% | +1,080.4% |
| All | +2,988.1% | -71.6% | +3,059.8% | +3,488.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling