+509.1%
CIEN vs TW
+20.0%
+489.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | -12.8% | -0.6% | -12.2% | -12.9% |
| 3M | -23.1% | +3.4% | -26.5% | -24.7% |
| 6M | +6.1% | -18.4% | +24.6% | +11.1% |
| YTD | +44.5% | -3.9% | +48.4% | +42.9% |
| 1Y | +176.6% | -13.3% | +189.9% | +182.9% |
| 3Y | +601.0% | +20.8% | +580.1% | +509.5% |
| 5Y | +509.1% | +20.3% | +488.8% | +397.5% |
| All | +509.1% | +20.0% | +489.1% | +397.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling