+147.9%
CIEN vs TSEM
+55.8%
+92.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.8% | -6.7% | -1.0% |
| 7D | -15.2% | +6.9% | -22.1% | -16.8% |
| 30D | -21.5% | +5.3% | -26.8% | -22.8% |
| 3M | -40.1% | -14.9% | -25.2% | -37.9% |
| 6M | -6.6% | +80.0% | -86.6% | -21.0% |
| YTD | +37.3% | +89.4% | -52.1% | +14.5% |
| 1Y | +174.5% | +253.1% | -78.5% | +95.0% |
| 3Y | +562.3% | +642.1% | -79.9% | +289.0% |
| 5Y | +463.9% | +659.1% | -195.1% | +222.8% |
| 10Y | +1,302.4% | +1,291.4% | +11.0% | +557.3% |
| All | +147.9% | +55.8% | +92.0% | +36.0% |
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