+151.6%
EMR vs TENB
-3.6%
+155.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -0.4% |
| 7D | -1.2% | -7.1% | +5.9% | +0.1% |
| 30D | -9.4% | -15.4% | +5.9% | -7.0% |
| 3M | +8.6% | +19.5% | -10.9% | +3.5% |
| 6M | +6.7% | +54.8% | -48.1% | -4.4% |
| YTD | +13.1% | +36.1% | -23.1% | +3.5% |
| 1Y | +12.7% | +7.0% | +5.8% | +8.4% |
| 3Y | +58.1% | -27.6% | +85.6% | +61.9% |
| 5Y | +63.6% | -30.5% | +94.1% | +59.9% |
| All | +151.6% | -3.6% | +155.2% | +90.0% |
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