+477.0%
CIEN vs TT
+140.2%
+336.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -15.2% | 0.0% | -15.2% | -15.3% |
| 30D | -21.5% | -7.2% | -14.3% | -17.0% |
| 3M | -40.1% | -3.0% | -37.1% | -38.8% |
| 6M | -6.6% | +1.4% | -7.9% | -6.2% |
| YTD | +37.3% | +15.9% | +21.4% | +25.1% |
| 1Y | +174.5% | +9.4% | +165.1% | +161.0% |
| 3Y | +562.3% | +124.4% | +437.9% | +320.9% |
| All | +477.0% | +140.2% | +336.9% | +212.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling