+96.9%
EFA vs TENB
+1.3%
+95.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.5% | -1.7% | +1.2% | -0.2% |
| 30D | -1.3% | -8.3% | +6.9% | -0.4% |
| 3M | +5.2% | +26.2% | -21.0% | +0.6% |
| 6M | +9.4% | +60.2% | -50.8% | +0.1% |
| YTD | +12.7% | +43.1% | -30.4% | +4.5% |
| 1Y | +19.3% | +9.4% | +9.9% | +15.4% |
| 3Y | +66.3% | -23.9% | +90.2% | +67.6% |
| 5Y | +53.4% | -28.2% | +81.6% | +49.8% |
| All | +96.9% | +1.3% | +95.6% | +58.6% |
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