+509.1%
CIEN vs TSEM
+654.3%
-145.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.2% |
| 7D | -4.6% | +4.7% | -9.3% | -6.9% |
| 30D | -12.8% | -14.2% | +1.4% | -6.1% |
| 3M | -23.1% | -5.0% | -18.0% | -23.5% |
| 6M | +6.1% | +87.6% | -81.5% | -25.6% |
| YTD | +44.5% | +84.4% | -39.9% | +1.8% |
| 1Y | +176.6% | +235.4% | -58.8% | +48.5% |
| 3Y | +601.0% | +668.0% | -67.0% | +175.8% |
| 5Y | +509.1% | +644.7% | -135.6% | +149.4% |
| All | +509.1% | +654.3% | -145.2% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling