+832.4%
CIEN vs TW
+206.7%
+625.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.7% |
| 7D | +8.9% | -4.5% | +13.4% | +10.1% |
| 30D | -19.1% | -2.3% | -16.8% | -18.8% |
| 3M | -21.5% | +2.6% | -24.1% | -23.4% |
| 6M | +2.8% | -17.5% | +20.4% | +7.3% |
| YTD | +49.5% | -5.3% | +54.8% | +47.7% |
| 1Y | +163.8% | -14.8% | +178.6% | +170.2% |
| 3Y | +615.8% | +18.8% | +597.0% | +530.2% |
| 5Y | +548.4% | +20.7% | +527.7% | +451.3% |
| All | +832.4% | +206.7% | +625.6% | +513.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling