+163.8%
CIEN vs TSEM
+212.9%
-49.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.6% |
| 7D | +8.9% | -4.9% | +13.8% | +11.8% |
| 30D | -19.1% | -18.7% | -0.4% | -9.8% |
| 3M | -21.5% | -18.1% | -3.4% | -15.7% |
| 6M | +2.8% | +77.1% | -74.3% | -32.2% |
| YTD | +49.5% | +80.1% | -30.7% | -4.4% |
| 1Y | +163.8% | +220.4% | -56.6% | +26.8% |
| All | +163.8% | +212.9% | -49.1% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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