+971.4%
EME vs TENB
-9.4%
+980.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.0% | +10.3% | +5.3% |
| 7D | +3.5% | -12.1% | +15.6% | +5.6% |
| 30D | -6.3% | -18.6% | +12.3% | -3.5% |
| 3M | -3.8% | +12.1% | -15.8% | -6.9% |
| 6M | +8.5% | +46.8% | -38.3% | -1.2% |
| YTD | +27.8% | +28.0% | -0.2% | +18.8% |
| 1Y | +22.2% | -1.4% | +23.6% | +19.5% |
| 3Y | +253.5% | -33.9% | +287.4% | +267.0% |
| 5Y | +578.6% | -34.6% | +613.3% | +569.3% |
| All | +971.4% | -9.4% | +980.8% | +729.4% |
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