+48.9%
CIEN vs TW
+20.8%
+28.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.0% | -10.3% | -8.7% |
| 7D | -25.0% | +6.0% | -31.0% | -22.6% |
| 30D | -30.1% | +18.6% | -48.7% | -23.7% |
| 3M | -33.8% | +26.5% | -60.3% | -25.1% |
| 6M | -49.4% | +13.1% | -62.6% | -43.2% |
| YTD | +16.4% | +18.5% | -2.1% | +34.4% |
| 1Y | +48.9% | +21.7% | +27.2% | +72.2% |
| All | +48.9% | +20.8% | +28.1% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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