+1,206.6%
CIEN vs TSN
+15.3%
+1,191.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +27.4% | -1.4% | +28.8% | +27.8% |
| 30D | -26.6% | +10.2% | -36.7% | -28.5% |
| 3M | -32.0% | +7.2% | -39.1% | -33.3% |
| 6M | -49.1% | -10.6% | -38.5% | -48.0% |
| YTD | +25.7% | +3.7% | +22.0% | +23.1% |
| 1Y | +40.3% | +13.5% | +26.8% | +34.4% |
| 3Y | +566.2% | +40.1% | +526.1% | +479.8% |
| 5Y | +378.7% | -14.5% | +393.2% | +382.9% |
| All | +1,206.6% | +15.3% | +1,191.3% | +1,030.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling