+6.1%
EMB vs TENB
-35.4%
+41.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +0.3% |
| 7D | -1.2% | -12.1% | +10.9% | -0.5% |
| 30D | -1.3% | -18.6% | +17.4% | -0.2% |
| 3M | -1.8% | +12.1% | -13.8% | -3.0% |
| 6M | +0.2% | +46.8% | -46.6% | -3.0% |
| YTD | +0.4% | +28.0% | -27.6% | -2.1% |
| 1Y | +2.8% | -1.4% | +4.2% | +2.2% |
| 3Y | +29.1% | -33.9% | +63.1% | +31.1% |
| All | +6.1% | -35.4% | +41.6% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling