+324.3%
EAT vs TENB
+22.6%
+301.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -4.0% | -3.3% | -0.7% | -3.1% |
| 30D | -2.9% | +6.9% | -9.8% | -5.4% |
| 3M | -16.9% | +1.8% | -18.7% | -19.5% |
| 6M | +57.0% | +98.1% | -41.1% | +16.7% |
| YTD | +38.2% | +73.2% | -35.0% | +5.7% |
| 1Y | +69.3% | +50.7% | +18.6% | +36.1% |
| 3Y | +483.0% | +9.3% | +473.6% | +414.4% |
| 5Y | +364.1% | -25.1% | +389.3% | +336.3% |
| All | +324.3% | +22.6% | +301.7% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling