+1,184.7%
CIEN vs TT
+744.7%
+440.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | -9.3% | +0.8% | -10.1% | -9.2% |
| 30D | -39.5% | -11.8% | -27.7% | -33.7% |
| 3M | -29.8% | -11.6% | -18.2% | -23.1% |
| 6M | -50.4% | -9.3% | -41.0% | -46.3% |
| YTD | +16.3% | +8.9% | +7.5% | +13.6% |
| 1Y | +30.4% | -2.2% | +32.6% | +35.9% |
| 3Y | +516.6% | +91.9% | +424.7% | +353.6% |
| 5Y | +349.8% | +136.0% | +213.8% | +187.8% |
| 10Y | +1,184.7% | +734.7% | +450.0% | +282.2% |
| All | +1,184.7% | +744.7% | +440.0% | +282.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling