+147.9%
CIEN vs TSN
+261.8%
-113.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -15.2% | -6.3% | -8.9% | -13.3% |
| 30D | -21.5% | -10.8% | -10.7% | -18.5% |
| 3M | -40.1% | -8.8% | -31.3% | -38.6% |
| 6M | -6.6% | -16.8% | +10.3% | -1.7% |
| YTD | +37.3% | -10.0% | +47.3% | +40.4% |
| 1Y | +174.5% | -5.3% | +179.8% | +175.6% |
| 3Y | +562.3% | +8.5% | +553.7% | +517.9% |
| 5Y | +463.9% | -22.9% | +486.9% | +483.0% |
| 10Y | +1,302.4% | -12.6% | +1,315.0% | +1,205.8% |
| All | +147.9% | +261.8% | -113.9% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling