+1,438.7%
CIEN vs TT
+899.5%
+539.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.6% |
| 7D | -5.3% | +1.6% | -6.9% | -6.3% |
| 30D | -17.2% | -7.3% | -9.9% | -13.2% |
| 3M | -26.9% | -2.6% | -24.3% | -25.7% |
| 6M | +16.0% | +5.9% | +10.1% | +13.5% |
| YTD | +45.9% | +15.4% | +30.5% | +35.4% |
| 1Y | +186.8% | +8.2% | +178.6% | +176.9% |
| 3Y | +607.8% | +122.7% | +485.1% | +368.6% |
| 5Y | +506.7% | +145.0% | +361.8% | +271.5% |
| 10Y | +1,438.7% | +893.7% | +545.0% | +320.5% |
| All | +1,438.7% | +899.5% | +539.2% | +320.5% |
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