+48.9%
CIEN vs TTMI
+9.6%
+39.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.1% | +0.8% | -3.2% |
| 7D | -25.0% | -19.2% | -5.9% | -14.4% |
| 30D | -30.1% | -44.9% | +14.7% | -2.2% |
| 3M | -33.8% | -44.7% | +11.0% | -7.7% |
| 6M | -49.4% | -53.4% | +4.0% | -24.3% |
| YTD | +16.4% | +6.3% | +10.1% | +5.7% |
| 1Y | +48.9% | +10.7% | +38.2% | +33.6% |
| All | +48.9% | +9.6% | +39.3% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling