-64.4%
TTD vs CIEN
+31.6%
-95.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.4% |
| 7D | +19.9% | -9.3% | +29.2% | +17.5% |
| 30D | +27.6% | -39.5% | +67.2% | +16.5% |
| 3M | +15.2% | -29.8% | +45.0% | +9.6% |
| 6M | -33.2% | -50.4% | +17.2% | -39.7% |
| YTD | -59.4% | +16.3% | -75.7% | -58.2% |
| 1Y | -64.4% | +30.4% | -94.7% | -63.9% |
| All | -64.4% | +31.6% | -95.9% | -63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling