+397.0%
TSM vs CIEN
+562.0%
-165.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.5% |
| 7D | +2.7% | -15.2% | +17.9% | +8.3% |
| 30D | +3.6% | -21.5% | +25.1% | +11.6% |
| 3M | -3.4% | -40.1% | +36.7% | +13.3% |
| 6M | +20.6% | -6.6% | +27.2% | +16.3% |
| YTD | +41.9% | +37.3% | +4.6% | +16.4% |
| 1Y | +84.4% | +174.5% | -90.2% | +12.6% |
| All | +397.0% | +562.0% | -165.0% | +95.8% |
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