+539.0%
CIEN vs TT
+91.4%
+447.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.1% | -3.1% |
| 7D | +15.3% | +4.0% | +11.2% | +11.2% |
| 30D | -22.0% | -11.3% | -10.7% | -11.2% |
| 3M | -36.6% | -12.3% | -24.4% | -26.8% |
| 6M | -51.5% | -10.8% | -40.6% | -44.9% |
| YTD | +20.0% | +8.2% | +11.8% | +15.9% |
| 1Y | +44.5% | +1.5% | +43.0% | +47.9% |
| 3Y | +539.0% | +91.5% | +447.6% | +376.6% |
| All | +539.0% | +91.4% | +447.6% | +376.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling