+48.9%
CIEN vs TT
-6.5%
+55.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.6% | -7.4% |
| 7D | -25.0% | -8.5% | -16.6% | -17.0% |
| 30D | -30.1% | -12.8% | -17.3% | -17.9% |
| 3M | -33.8% | -12.9% | -20.9% | -22.1% |
| 6M | -49.4% | -15.2% | -34.2% | -38.6% |
| YTD | +16.4% | +6.2% | +10.2% | +18.0% |
| 1Y | +48.9% | -4.5% | +53.4% | +75.4% |
| All | +48.9% | -6.5% | +55.3% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling