+1,438.7%
CIEN vs TPR
+305.2%
+1,133.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.7% | +10.1% | +7.4% |
| 7D | -5.3% | -3.4% | -1.9% | -4.4% |
| 30D | -17.2% | -27.3% | +10.1% | -10.0% |
| 3M | -26.9% | -16.2% | -10.6% | -24.2% |
| 6M | +16.0% | -17.9% | +33.9% | +21.1% |
| YTD | +45.9% | -7.1% | +53.0% | +46.5% |
| 1Y | +186.8% | +13.6% | +173.2% | +170.5% |
| 3Y | +607.8% | +293.7% | +314.0% | +365.3% |
| 5Y | +506.7% | +239.1% | +267.6% | +303.9% |
| 10Y | +1,438.7% | +311.2% | +1,127.5% | +726.7% |
| All | +1,438.7% | +305.2% | +1,133.5% | +726.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling