+87.9%
CIEN vs TT
+6,557.4%
-6,469.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.0% |
| 7D | -24.1% | -2.0% | -22.1% | -22.8% |
| 30D | -45.5% | -14.0% | -31.5% | -39.6% |
| 3M | -39.7% | -15.9% | -23.9% | -32.1% |
| 6M | -57.8% | -17.3% | -40.5% | -51.9% |
| YTD | +4.1% | +4.0% | +0.1% | +3.9% |
| 1Y | +20.8% | -7.1% | +27.9% | +29.4% |
| 3Y | +463.1% | +90.2% | +372.9% | +296.0% |
| 5Y | +302.3% | +131.1% | +171.2% | +145.1% |
| 10Y | +1,164.4% | +777.7% | +386.6% | +220.7% |
| All | +87.9% | +6,557.4% | -6,469.5% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling