+30.4%
CIEN vs TXT
+5.9%
+24.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.4% |
| 7D | -9.3% | -1.1% | -8.3% | -8.9% |
| 30D | -39.5% | +17.1% | -56.6% | -43.8% |
| 3M | -29.8% | -2.6% | -27.2% | -27.9% |
| 6M | -50.4% | -4.6% | -45.8% | -48.4% |
| YTD | +16.3% | -0.3% | +16.7% | +16.7% |
| 1Y | +30.4% | +5.9% | +24.5% | +16.0% |
| All | +30.4% | +5.9% | +24.5% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling