+2,051.4%
TMO vs CIEN
+192.6%
+1,858.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -0.5% | -4.6% | +4.1% | 0.0% |
| 30D | +1.0% | -12.8% | +13.8% | +2.3% |
| 3M | +22.7% | -23.1% | +45.8% | +25.4% |
| 6M | +19.0% | +6.1% | +12.9% | +15.2% |
| YTD | +4.7% | +44.5% | -39.8% | -3.2% |
| 1Y | +26.0% | +176.6% | -150.6% | +6.5% |
| 3Y | +18.0% | +601.0% | -583.0% | -13.8% |
| 5Y | +8.0% | +509.1% | -501.1% | -20.6% |
| 10Y | +333.8% | +1,460.5% | -1,126.7% | +176.3% |
| All | +2,051.4% | +192.6% | +1,858.8% | +1,035.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling