+1,146.8%
CIEN vs TTMI
+394.2%
+752.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -3.2% |
| 7D | +15.3% | +11.4% | +3.9% | +9.7% |
| 30D | -22.0% | -28.3% | +6.3% | -10.0% |
| 3M | -36.6% | -46.7% | +10.0% | -16.5% |
| 6M | -51.5% | -56.1% | +4.7% | -31.2% |
| YTD | +20.0% | +7.4% | +12.6% | +16.1% |
| 1Y | +44.5% | +17.4% | +27.1% | +34.7% |
| 3Y | +539.0% | +429.1% | +109.9% | +233.2% |
| 5Y | +356.8% | +418.8% | -61.9% | +129.8% |
| All | +1,146.8% | +394.2% | +752.6% | +476.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling