+509.1%
CIEN vs TSN
-20.2%
+529.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.8% |
| 7D | -4.6% | -7.3% | +2.7% | -3.3% |
| 30D | -12.8% | -8.6% | -4.2% | -11.5% |
| 3M | -23.1% | -7.5% | -15.5% | -22.3% |
| 6M | +6.1% | -14.1% | +20.2% | +8.3% |
| YTD | +44.5% | -9.4% | +54.0% | +46.1% |
| 1Y | +176.6% | -4.1% | +180.7% | +176.6% |
| 3Y | +601.0% | +10.3% | +590.6% | +547.6% |
| 5Y | +509.1% | -19.7% | +528.8% | +551.1% |
| All | +509.1% | -20.2% | +529.3% | +551.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling