-16.3%
TMUS vs CIEN
+30.2%
-46.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.7% | -6.5% | +5.4% |
| 7D | +5.3% | -5.3% | +10.6% | +4.8% |
| 30D | +13.5% | -40.1% | +53.7% | +7.6% |
| 3M | -4.2% | -34.7% | +30.5% | -7.9% |
| 6M | -11.9% | -50.9% | +39.0% | -15.8% |
| YTD | -15.6% | +15.2% | -30.7% | -10.4% |
| All | -16.3% | +30.2% | -46.6% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling