+239.9%
TMUS vs CIEN
+1,220.1%
-980.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +6.5% | +27.4% | -20.9% | +4.9% |
| 30D | +11.3% | -26.6% | +37.8% | +13.0% |
| 3M | -2.9% | -32.0% | +29.1% | -1.3% |
| 6M | -10.5% | -49.1% | +38.5% | -7.1% |
| YTD | -14.4% | +25.7% | -40.1% | -21.1% |
| 1Y | -17.9% | +40.3% | -58.2% | -25.8% |
| 3Y | +21.9% | +566.2% | -544.3% | -18.9% |
| 5Y | +52.1% | +378.7% | -326.6% | +5.5% |
| All | +239.9% | +1,220.1% | -980.2% | +86.9% |
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 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