+13,171.6%
TSM vs CIEN
+51.7%
+13,119.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.8% | -4.5% | +2.1% |
| 7D | +4.4% | +8.7% | -4.3% | +2.3% |
| 30D | -7.0% | -26.9% | +19.9% | 0.0% |
| 3M | -1.8% | -23.6% | +21.8% | +3.1% |
| 6M | +2.7% | -49.1% | +51.8% | +17.9% |
| YTD | +37.1% | +26.6% | +10.5% | +23.1% |
| 1Y | +43.5% | +42.7% | +0.7% | +24.4% |
| 3Y | +341.5% | +570.8% | -229.3% | +155.8% |
| 5Y | +278.9% | +386.4% | -107.6% | +132.3% |
| 10Y | +1,641.8% | +1,261.7% | +380.1% | +691.7% |
| All | +13,171.6% | +51.7% | +13,119.9% | +5,342.3% |
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