+163.8%
CIEN vs TNA
+52.8%
+111.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +3.8% |
| 7D | +8.9% | -7.3% | +16.2% | +13.7% |
| 30D | -19.1% | -14.2% | -4.9% | -11.5% |
| 3M | -21.5% | -4.6% | -16.9% | -18.8% |
| 6M | +2.8% | +36.9% | -34.1% | -13.9% |
| YTD | +49.5% | +42.5% | +6.9% | +20.8% |
| 1Y | +163.8% | +45.8% | +118.0% | +111.8% |
| All | +163.8% | +52.8% | +111.0% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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