+27.0%
EMB vs TENB
-3.6%
+30.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.5% |
| 7D | -1.1% | -7.1% | +6.0% | -0.6% |
| 30D | -1.1% | -15.4% | +14.3% | 0.0% |
| 3M | -0.8% | +19.5% | -20.3% | -2.5% |
| 6M | -0.1% | +54.8% | -54.9% | -4.1% |
| YTD | +0.4% | +36.1% | -35.7% | -2.8% |
| 1Y | +3.3% | +7.0% | -3.7% | +1.8% |
| 3Y | +29.0% | -27.6% | +56.6% | +30.0% |
| 5Y | +6.3% | -30.5% | +36.8% | +5.1% |
| All | +27.0% | -3.6% | +30.7% | +14.1% |
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