+384.3%
CIEN vs TPG
+74.1%
+310.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +3.8% |
| 7D | +8.9% | -9.4% | +18.3% | +13.1% |
| 30D | -19.1% | -5.3% | -13.8% | -17.7% |
| 3M | -21.5% | +12.9% | -34.4% | -26.1% |
| 6M | +2.8% | +20.1% | -17.3% | -6.8% |
| YTD | +49.5% | -22.5% | +72.0% | +62.4% |
| 1Y | +163.8% | -19.7% | +183.5% | +180.4% |
| 3Y | +615.8% | +81.2% | +534.6% | +438.2% |
| All | +384.3% | +74.1% | +310.2% | +237.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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