+574.4%
CIEN vs TSEM
+599.9%
-25.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.6% | +1.2% | +4.2% |
| 7D | +8.7% | +6.8% | +2.0% | +5.2% |
| 30D | -26.9% | -26.6% | -0.3% | -11.6% |
| 3M | -23.6% | -36.3% | +12.7% | -0.3% |
| 6M | -49.1% | -30.6% | -18.5% | -40.4% |
| YTD | +26.6% | +35.3% | -8.7% | -2.8% |
| 1Y | +42.7% | +59.2% | -16.5% | -0.1% |
| All | +574.4% | +599.9% | -25.5% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling