+558.1%
TTD vs CIEN
+1,190.2%
-632.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.0% |
| 7D | +19.9% | -9.3% | +29.2% | +23.0% |
| 30D | +27.6% | -39.5% | +67.2% | +46.9% |
| 3M | +15.2% | -29.8% | +45.0% | +22.9% |
| 6M | -33.2% | -50.4% | +17.2% | -23.2% |
| YTD | -59.4% | +16.3% | -75.7% | -70.6% |
| 1Y | -64.4% | +30.4% | -94.7% | -76.2% |
| 3Y | -75.9% | +516.6% | -592.5% | -93.9% |
| 5Y | -82.6% | +349.8% | -432.4% | -94.7% |
| 10Y | +558.1% | +1,184.7% | -626.6% | +31.1% |
| All | +558.1% | +1,190.2% | -632.1% | +31.1% |
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