+648.3%
CIEN vs TW
+301.3%
+347.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.8% |
| 7D | +15.3% | +3.9% | +11.3% | +14.2% |
| 30D | -22.0% | +19.9% | -41.9% | -25.7% |
| 3M | -36.6% | +25.9% | -62.6% | -40.6% |
| 6M | -51.5% | +21.1% | -72.6% | -54.6% |
| YTD | +20.0% | +23.9% | -4.0% | +10.3% |
| 1Y | +44.5% | +21.2% | +23.2% | +33.7% |
| 3Y | +539.0% | +44.8% | +494.3% | +438.7% |
| 5Y | +356.8% | +41.4% | +315.4% | +276.9% |
| All | +648.3% | +301.3% | +347.0% | +357.7% |
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