+632.2%
CIEN vs TSLQ
-97.3%
+729.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -8.0% | +14.3% | +5.0% |
| 7D | -5.3% | -8.6% | +3.3% | -6.7% |
| 30D | -17.2% | -24.9% | +7.6% | -20.7% |
| 3M | -26.9% | -1.5% | -25.3% | -24.7% |
| 6M | +16.0% | -18.1% | +34.1% | +18.5% |
| YTD | +45.9% | -0.1% | +46.0% | +54.8% |
| 1Y | +186.8% | -51.4% | +238.2% | +177.7% |
| 3Y | +607.8% | -95.9% | +703.7% | +502.1% |
| All | +632.2% | -97.3% | +729.5% | +549.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling