+527.0%
CIEN vs TTMI
+812.3%
-285.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | +1.0% |
| 7D | -4.6% | +7.5% | -12.0% | -8.1% |
| 30D | -12.8% | -4.5% | -8.3% | -10.9% |
| 3M | -23.1% | -28.5% | +5.5% | -10.8% |
| 6M | +6.1% | +28.4% | -22.2% | -7.5% |
| YTD | +44.5% | +80.1% | -35.5% | +7.1% |
| 1Y | +176.6% | +161.0% | +15.6% | +73.2% |
| 3Y | +601.0% | +862.4% | -261.5% | +157.2% |
| All | +527.0% | +812.3% | -285.3% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling