+508.5%
TTD vs CIEN
+1,159.7%
-651.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +5.9% | +2.8% |
| 7D | +21.3% | +15.3% | +6.0% | +16.1% |
| 30D | +28.7% | -22.0% | +50.7% | +36.9% |
| 3M | +7.7% | -36.6% | +44.3% | +19.3% |
| 6M | -23.5% | -51.5% | +28.0% | -10.9% |
| YTD | -58.7% | +20.0% | -78.6% | -70.4% |
| 1Y | -63.4% | +44.5% | -107.9% | -76.6% |
| 3Y | -75.3% | +539.0% | -614.3% | -93.8% |
| 5Y | -84.4% | +356.8% | -441.2% | -95.3% |
| All | +508.5% | +1,159.7% | -651.3% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling