+317.8%
TMUS vs CIEN
+1,418.4%
-1,100.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | -5.3% | -4.6% | -0.8% | -5.0% |
| 30D | +0.1% | -12.8% | +12.9% | +1.0% |
| 3M | -0.6% | -23.1% | +22.5% | +0.8% |
| 6M | -17.5% | +6.1% | -23.7% | -20.3% |
| YTD | -11.3% | +44.5% | -55.8% | -18.1% |
| 1Y | -25.4% | +176.6% | -202.0% | -37.8% |
| 3Y | +35.5% | +601.0% | -565.4% | -8.2% |
| 5Y | +41.9% | +509.1% | -467.2% | -4.0% |
| 10Y | +317.8% | +1,460.5% | -1,142.7% | +124.7% |
| All | +317.8% | +1,418.4% | -1,100.6% | +124.7% |
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