+344.2%
CIEN vs TXT
+13.0%
+331.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.4% | +9.4% |
| 7D | -5.3% | -3.5% | -1.8% | -3.2% |
| 30D | -40.1% | +15.2% | -55.3% | -45.4% |
| 3M | -34.7% | -4.5% | -30.2% | -33.4% |
| 6M | -50.9% | -6.1% | -44.8% | -49.5% |
| YTD | +15.2% | -2.0% | +17.1% | +14.0% |
| 1Y | +35.2% | +4.2% | +30.9% | +29.2% |
| 3Y | +522.6% | +14.4% | +508.2% | +443.0% |
| 5Y | +344.2% | +12.3% | +331.9% | +270.8% |
| All | +344.2% | +13.0% | +331.2% | +270.8% |
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 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