+85.4%
EEM vs TENB
+1.4%
+84.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +3.1% | -5.0% | +8.1% | +3.9% |
| 30D | +4.9% | -7.4% | +12.2% | +5.7% |
| 3M | +5.2% | +22.3% | -17.1% | +0.6% |
| 6M | +20.7% | +60.2% | -39.5% | +9.6% |
| YTD | +26.5% | +43.2% | -16.8% | +16.4% |
| 1Y | +37.8% | +8.2% | +29.7% | +33.2% |
| 3Y | +91.0% | -23.8% | +114.8% | +92.4% |
| 5Y | +47.0% | -26.9% | +73.9% | +42.3% |
| All | +85.4% | +1.4% | +84.0% | +45.7% |
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