+1,500.5%
CIEN vs TSN
-4.9%
+1,505.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.2% |
| 7D | +8.9% | +3.0% | +5.9% | +8.1% |
| 30D | -19.1% | -4.2% | -14.9% | -18.2% |
| 3M | -21.5% | -3.9% | -17.6% | -21.0% |
| 6M | +2.8% | -9.8% | +12.7% | +4.8% |
| YTD | +49.5% | -7.3% | +56.7% | +51.0% |
| 1Y | +163.8% | -2.2% | +166.0% | +162.5% |
| 3Y | +615.8% | +11.9% | +603.9% | +566.1% |
| 5Y | +548.4% | -16.9% | +565.3% | +557.1% |
| All | +1,500.5% | -4.9% | +1,505.4% | +1,311.7% |
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