+2,456.6%
CIEN vs TMF
-69.2%
+2,525.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.6% | +5.4% |
| 7D | -24.1% | +1.2% | -25.3% | -23.9% |
| 30D | -45.5% | +19.7% | -65.2% | -43.6% |
| 3M | -39.7% | -2.1% | -37.6% | -39.7% |
| 6M | -57.8% | -13.4% | -44.4% | -58.6% |
| YTD | +4.1% | -16.7% | +20.8% | +1.4% |
| 1Y | +20.8% | -23.3% | +44.2% | +16.1% |
| 3Y | +463.1% | -24.8% | +488.0% | +454.6% |
| 5Y | +302.3% | -88.0% | +390.3% | +176.9% |
| 10Y | +1,164.4% | -84.7% | +1,249.1% | +950.5% |
| All | +2,456.6% | -69.2% | +2,525.8% | +2,911.9% |
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