+56.4%
TXN vs CIEN
+502.7%
-446.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | +2.0% | +5.4% | -3.4% | +0.6% |
| 30D | -8.0% | -13.7% | +5.7% | -5.1% |
| 3M | -7.8% | -23.0% | +15.3% | -2.6% |
| 6M | +32.4% | -0.8% | +33.2% | +29.5% |
| YTD | +51.7% | +43.1% | +8.6% | +33.3% |
| 1Y | +44.3% | +157.6% | -113.3% | +6.8% |
| 3Y | +71.3% | +593.8% | -522.5% | -14.5% |
| 5Y | +56.4% | +520.6% | -464.2% | -18.3% |
| All | +56.4% | +502.7% | -446.3% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling