+355.8%
CIEN vs TT
+131.0%
+224.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.1% | -3.4% |
| 7D | +15.3% | +4.0% | +11.2% | +12.0% |
| 30D | -22.0% | -11.3% | -10.7% | -13.2% |
| 3M | -36.6% | -12.3% | -24.4% | -28.7% |
| 6M | -51.5% | -10.8% | -40.6% | -46.0% |
| YTD | +20.0% | +8.2% | +11.8% | +17.2% |
| 1Y | +44.5% | +1.5% | +43.0% | +47.9% |
| 3Y | +539.0% | +91.5% | +447.6% | +357.0% |
| All | +355.8% | +131.0% | +224.8% | +158.0% |
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