+174.5%
CIEN vs TTMI
+171.3%
+3.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.7% | -4.0% |
| 7D | -15.2% | +5.9% | -21.0% | -18.1% |
| 30D | -21.5% | -4.3% | -17.2% | -19.7% |
| 3M | -40.1% | -32.0% | -8.0% | -27.5% |
| 6M | -6.6% | +19.5% | -26.0% | -18.3% |
| YTD | +37.3% | +82.0% | -44.8% | -4.6% |
| 1Y | +174.5% | +172.6% | +1.9% | +67.2% |
| All | +174.5% | +171.3% | +3.3% | +67.2% |
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