+13,634.3%
TSM vs CIEN
+64.5%
+13,569.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.6% |
| 7D | +2.7% | -15.2% | +17.9% | +6.8% |
| 30D | +3.6% | -21.5% | +25.1% | +9.4% |
| 3M | -3.4% | -40.1% | +36.7% | +8.6% |
| 6M | +20.6% | -6.6% | +27.2% | +19.1% |
| YTD | +41.9% | +37.3% | +4.6% | +26.4% |
| 1Y | +84.4% | +174.5% | -90.2% | +37.7% |
| 3Y | +380.2% | +562.3% | -182.0% | +182.3% |
| 5Y | +275.3% | +463.9% | -188.6% | +124.5% |
| 10Y | +1,751.4% | +1,302.4% | +449.0% | +744.1% |
| All | +13,634.3% | +64.5% | +13,569.8% | +5,489.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling