+1,146.8%
CIEN vs TT
+725.1%
+421.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.1% | -3.6% |
| 7D | +15.3% | +4.0% | +11.2% | +12.6% |
| 30D | -22.0% | -11.3% | -10.7% | -14.8% |
| 3M | -36.6% | -12.3% | -24.4% | -30.1% |
| 6M | -51.5% | -10.8% | -40.6% | -46.9% |
| YTD | +20.0% | +8.2% | +11.8% | +17.8% |
| 1Y | +44.5% | +1.5% | +43.0% | +47.5% |
| 3Y | +539.0% | +91.5% | +447.6% | +371.2% |
| 5Y | +356.8% | +130.2% | +226.6% | +196.3% |
| All | +1,146.8% | +725.1% | +421.8% | +257.9% |
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