+1,815.4%
TSM vs CIEN
+1,418.4%
+397.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.5% |
| 7D | +4.8% | -4.6% | +9.3% | +6.1% |
| 30D | +4.0% | -12.8% | +16.9% | +7.9% |
| 3M | +2.0% | -23.1% | +25.0% | +9.4% |
| 6M | +25.5% | +6.1% | +19.4% | +18.0% |
| YTD | +44.0% | +44.5% | -0.5% | +20.4% |
| 1Y | +75.4% | +176.6% | -101.2% | +17.0% |
| 3Y | +406.7% | +601.0% | -194.2% | +141.1% |
| 5Y | +285.0% | +509.1% | -224.1% | +85.8% |
| 10Y | +1,815.4% | +1,460.5% | +354.9% | +640.5% |
| All | +1,815.4% | +1,418.4% | +397.0% | +640.5% |
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