+290.7%
TSM vs CIEN
+514.2%
-223.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -4.0% | +0.2% |
| 7D | +6.0% | -5.3% | +11.3% | +7.7% |
| 30D | +4.5% | -17.2% | +21.8% | +10.6% |
| 3M | +3.1% | -26.9% | +30.0% | +13.0% |
| 6M | +30.2% | +16.0% | +14.2% | +17.0% |
| YTD | +45.2% | +45.9% | -0.7% | +17.6% |
| 1Y | +79.6% | +186.8% | -107.2% | +10.8% |
| 3Y | +411.0% | +607.8% | -196.8% | +113.2% |
| 5Y | +290.7% | +506.7% | -216.0% | +71.2% |
| All | +290.7% | +514.2% | -223.4% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling