+328.6%
TMO vs CIEN
+1,531.8%
-1,203.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | +0.4% |
| 7D | -0.6% | +8.9% | -9.5% | -2.0% |
| 30D | +1.1% | -19.1% | +20.2% | +4.1% |
| 3M | +28.3% | -21.5% | +49.8% | +31.5% |
| 6M | +23.3% | +2.8% | +20.4% | +17.7% |
| YTD | +5.5% | +49.5% | -44.0% | -7.5% |
| 1Y | +24.5% | +163.8% | -139.3% | -3.4% |
| 3Y | +19.6% | +615.8% | -596.3% | -29.3% |
| 5Y | +8.1% | +548.4% | -540.3% | -36.1% |
| All | +328.6% | +1,531.8% | -1,203.2% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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