+116.6%
CIEN vs TSEM
+2.9%
+113.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.9% | +2.4% | -2.6% |
| 7D | +15.3% | +7.0% | +8.3% | +13.3% |
| 30D | -22.0% | -29.8% | +7.8% | -13.1% |
| 3M | -36.6% | -41.9% | +5.3% | -25.5% |
| 6M | -51.5% | -45.8% | -5.7% | -42.3% |
| YTD | +20.0% | +25.1% | -5.1% | +13.5% |
| 1Y | +44.5% | +48.2% | -3.8% | +31.1% |
| 3Y | +539.0% | +476.5% | +62.6% | +310.2% |
| 5Y | +356.8% | +301.4% | +55.4% | +214.2% |
| 10Y | +1,190.4% | +812.9% | +377.5% | +587.4% |
| All | +116.6% | +2.9% | +113.7% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling