+569.7%
CIEN vs TSN
+43.0%
+526.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.8% |
| 7D | +27.4% | -1.4% | +28.8% | +27.2% |
| 30D | -26.6% | +10.2% | -36.7% | -25.9% |
| 3M | -32.0% | +7.2% | -39.1% | -31.4% |
| 6M | -49.1% | -10.6% | -38.5% | -49.1% |
| YTD | +25.7% | +3.7% | +22.0% | +27.3% |
| 1Y | +40.3% | +13.5% | +26.8% | +43.3% |
| All | +569.7% | +43.0% | +526.7% | +484.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling