+337.7%
TSM vs CIEN
+569.5%
-231.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +14.8% | +27.4% | -12.5% | +5.6% |
| 30D | -8.9% | -26.6% | +17.7% | 0.0% |
| 3M | -5.3% | -32.0% | +26.7% | +5.1% |
| 6M | +2.6% | -49.1% | +51.6% | +22.9% |
| YTD | +34.5% | +25.7% | +8.8% | +11.3% |
| 1Y | +41.0% | +40.3% | +0.7% | +10.6% |
| All | +337.7% | +569.5% | -231.8% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling