-64.1%
CIEN vs TTMI
+504.4%
-568.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.7% | -2.3% |
| 7D | -15.2% | +5.9% | -21.0% | -17.1% |
| 30D | -21.5% | -4.3% | -17.2% | -20.1% |
| 3M | -40.1% | -32.0% | -8.0% | -31.0% |
| 6M | -6.6% | +19.5% | -26.0% | -13.5% |
| YTD | +37.3% | +82.0% | -44.8% | +7.6% |
| 1Y | +174.5% | +172.6% | +1.9% | +83.7% |
| 3Y | +562.3% | +744.7% | -182.4% | +183.9% |
| 5Y | +463.9% | +805.6% | -341.6% | +126.1% |
| 10Y | +1,302.4% | +1,057.6% | +244.8% | +359.2% |
| All | -64.1% | +504.4% | -568.4% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling