+60.2%
EMR vs TENB
-26.8%
+87.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +3.1% | -5.0% | +8.1% | +3.9% |
| 30D | -3.5% | -7.4% | +3.8% | -2.7% |
| 3M | +9.8% | +22.3% | -12.5% | +4.8% |
| 6M | +10.8% | +60.2% | -49.4% | -0.3% |
| YTD | +15.9% | +43.2% | -27.3% | +6.8% |
| 1Y | +16.4% | +8.2% | +8.3% | +16.0% |
| All | +60.2% | -26.8% | +87.0% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling