+147.9%
CIEN vs TXT
+361.1%
-213.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -15.2% | -4.8% | -10.4% | -13.2% |
| 30D | -21.5% | -10.6% | -10.9% | -17.2% |
| 3M | -40.1% | -13.2% | -26.9% | -36.1% |
| 6M | -6.6% | -20.3% | +13.8% | +4.3% |
| YTD | +37.3% | -9.3% | +46.5% | +42.5% |
| 1Y | +174.5% | -2.7% | +177.2% | +176.0% |
| 3Y | +562.3% | +1.4% | +560.9% | +546.7% |
| 5Y | +463.9% | +9.6% | +454.4% | +425.8% |
| 10Y | +1,302.4% | +94.9% | +1,207.5% | +776.3% |
| All | +147.9% | +361.1% | -213.2% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling