+28.5%
EMB vs TENB
+3.0%
+25.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | 0.0% | -9.1% | +9.1% | +0.6% |
| 30D | -0.3% | -4.9% | +4.6% | -0.1% |
| 3M | -0.4% | +16.9% | -17.4% | -2.0% |
| 6M | +0.1% | +68.0% | -67.9% | -4.5% |
| YTD | +1.6% | +45.6% | -44.0% | -2.2% |
| 1Y | +5.6% | +12.7% | -7.1% | +3.7% |
| 3Y | +29.8% | -24.4% | +54.2% | +30.4% |
| 5Y | +7.3% | -26.7% | +34.0% | +5.7% |
| All | +28.5% | +3.0% | +25.4% | +14.8% |
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 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