+378.7%
CIEN vs TSN
-16.4%
+395.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +27.4% | -1.4% | +28.8% | +27.6% |
| 30D | -26.6% | +10.2% | -36.7% | -27.8% |
| 3M | -32.0% | +7.2% | -39.1% | -32.7% |
| 6M | -49.1% | -10.6% | -38.5% | -48.2% |
| YTD | +25.7% | +3.7% | +22.0% | +24.2% |
| 1Y | +40.3% | +13.5% | +26.8% | +36.5% |
| 3Y | +566.2% | +40.1% | +526.1% | +478.2% |
| 5Y | +378.7% | -14.5% | +393.2% | +412.7% |
| All | +378.7% | -16.4% | +395.1% | +412.7% |
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 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