+711.8%
CIEN vs TXG
+16.0%
+695.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -15.2% | +1.8% | -17.0% | -15.5% |
| 30D | -21.5% | +32.0% | -53.5% | -25.9% |
| 3M | -40.1% | +87.0% | -127.1% | -47.2% |
| 6M | -6.6% | +180.1% | -186.6% | -24.3% |
| YTD | +37.3% | +284.1% | -246.9% | +4.2% |
| 1Y | +174.5% | +361.7% | -187.1% | +99.0% |
| 3Y | +562.3% | +15.9% | +546.4% | +470.1% |
| 5Y | +463.9% | -66.2% | +530.1% | +433.9% |
| All | +711.8% | +16.0% | +695.8% | +473.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 all: compounded portfolio wealth divided by compounded TXG 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…
all analysis · Full analysis span regression · 6 months rolling