+155.8%
CME vs TENB
+23.5%
+132.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.3% |
| 7D | +2.7% | -7.0% | +9.7% | +3.4% |
| 30D | +13.5% | -0.6% | +14.1% | +13.2% |
| 3M | +20.9% | +10.9% | +10.0% | +18.8% |
| 6M | +11.5% | +95.4% | -83.9% | +1.9% |
| YTD | +19.5% | +74.5% | -55.0% | +9.9% |
| 1Y | +17.2% | +49.2% | -32.0% | +9.9% |
| 3Y | +65.1% | +9.7% | +55.4% | +58.1% |
| 5Y | +73.1% | -24.6% | +97.7% | +68.8% |
| All | +155.8% | +23.5% | +132.3% | +95.9% |
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