+163.8%
CIEN vs TW
-14.2%
+178.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.0% |
| 7D | +8.9% | -4.5% | +13.4% | +6.9% |
| 30D | -19.1% | -2.3% | -16.8% | -19.7% |
| 3M | -21.5% | +2.6% | -24.1% | -20.9% |
| 6M | +2.8% | -17.5% | +20.4% | +3.3% |
| YTD | +49.5% | -5.3% | +54.8% | +52.5% |
| 1Y | +163.8% | -14.8% | +178.6% | +169.9% |
| All | +163.8% | -14.2% | +178.0% | +169.9% |
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