+44.5%
CIEN vs TW
+21.1%
+23.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.1% |
| 7D | +15.3% | +3.9% | +11.3% | +17.6% |
| 30D | -22.0% | +19.9% | -41.9% | -14.1% |
| 3M | -36.6% | +25.9% | -62.6% | -28.1% |
| 6M | -51.5% | +21.1% | -72.6% | -44.0% |
| YTD | +20.0% | +23.9% | -4.0% | +42.4% |
| 1Y | +44.5% | +21.2% | +23.2% | +69.6% |
| All | +44.5% | +21.1% | +23.4% | +69.6% |
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