+1,206.6%
CIEN vs TXT
+90.9%
+1,115.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | +27.4% | -1.1% | +28.5% | +27.9% |
| 30D | -26.6% | +13.3% | -39.8% | -30.8% |
| 3M | -32.0% | -5.1% | -26.8% | -30.9% |
| 6M | -49.1% | -7.1% | -41.9% | -47.9% |
| YTD | +25.7% | -3.2% | +28.9% | +25.7% |
| 1Y | +40.3% | +2.3% | +38.0% | +37.3% |
| 3Y | +566.2% | +11.1% | +555.1% | +524.2% |
| 5Y | +378.7% | +10.0% | +368.7% | +344.8% |
| All | +1,206.6% | +90.9% | +1,115.7% | +904.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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