+506.7%
CIEN vs TXT
+12.6%
+494.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.0% |
| 7D | -5.3% | -0.2% | -5.1% | -5.2% |
| 30D | -17.2% | -11.1% | -6.2% | -11.3% |
| 3M | -26.9% | -13.0% | -13.9% | -20.8% |
| 6M | +16.0% | -16.2% | +32.2% | +28.6% |
| YTD | +45.9% | -8.7% | +54.6% | +52.0% |
| 1Y | +186.8% | -3.8% | +190.6% | +189.1% |
| 3Y | +607.8% | +5.5% | +602.3% | +554.0% |
| 5Y | +506.7% | +12.3% | +494.4% | +417.2% |
| All | +506.7% | +12.6% | +494.1% | +417.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling