+193.0%
ARM vs TENB
-5.9%
+198.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.7% | +3.0% | +5.5% |
| 7D | -5.3% | -8.0% | +2.6% | -2.6% |
| 30D | -30.0% | +5.0% | -35.0% | -31.0% |
| 3M | -34.1% | +20.0% | -54.1% | -38.6% |
| 6M | -12.6% | +100.0% | -112.7% | -35.9% |
| YTD | +70.4% | +85.6% | -15.2% | +27.6% |
| 1Y | +22.3% | +57.8% | -35.6% | -0.6% |
| 3Y | +261.2% | +17.6% | +243.6% | +260.9% |
| All | +193.0% | -5.9% | +198.9% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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