+163.8%
CIEN vs TSLQ
-49.6%
+213.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.3% |
| 7D | +8.9% | -6.6% | +15.5% | +7.7% |
| 30D | -19.1% | -24.3% | +5.2% | -22.7% |
| 3M | -21.5% | -3.6% | -17.9% | -19.5% |
| 6M | +2.8% | -12.0% | +14.8% | +6.9% |
| YTD | +49.5% | +1.4% | +48.1% | +58.6% |
| 1Y | +163.8% | -43.6% | +207.4% | +165.1% |
| All | +163.8% | -49.6% | +213.4% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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