+159.1%
EMR vs TENB
+3.0%
+156.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -1.5% | -9.1% | +7.6% | +0.2% |
| 30D | -5.6% | -4.9% | -0.8% | -5.1% |
| 3M | +7.9% | +16.9% | -9.0% | +3.4% |
| 6M | +6.0% | +68.0% | -62.0% | -6.5% |
| YTD | +16.4% | +45.6% | -29.1% | +5.3% |
| 1Y | +16.6% | +12.7% | +3.9% | +11.1% |
| 3Y | +62.9% | -24.4% | +87.3% | +65.5% |
| 5Y | +60.1% | -26.7% | +86.8% | +55.0% |
| All | +159.1% | +3.0% | +156.1% | +93.4% |
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 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