+10.6%
TMO vs CIEN
+544.2%
-533.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | +0.6% |
| 7D | -0.6% | +8.9% | -9.5% | -1.7% |
| 30D | +1.1% | -19.1% | +20.2% | +3.4% |
| 3M | +28.3% | -21.5% | +49.8% | +30.9% |
| 6M | +23.3% | +2.8% | +20.4% | +18.0% |
| YTD | +5.5% | +49.5% | -44.0% | -6.5% |
| 1Y | +24.5% | +163.8% | -139.3% | -1.7% |
| 3Y | +19.6% | +615.8% | -596.3% | -29.4% |
| All | +10.6% | +544.2% | -533.6% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling