+1,431.9%
CIEN vs TTMI
+1,087.8%
+344.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | +5.4% | +6.0% | -0.6% | +2.6% |
| 30D | -13.7% | -6.4% | -7.2% | -11.2% |
| 3M | -23.0% | -28.9% | +5.9% | -12.0% |
| 6M | -0.8% | +26.9% | -27.7% | -10.9% |
| YTD | +43.1% | +77.3% | -34.3% | +12.1% |
| 1Y | +157.6% | +147.5% | +10.1% | +77.0% |
| 3Y | +593.8% | +847.6% | -253.8% | +192.0% |
| 5Y | +520.6% | +802.2% | -281.6% | +156.3% |
| All | +1,431.9% | +1,087.8% | +344.1% | +483.3% |
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