+67.9%
EW vs TENB
-3.6%
+71.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.8% |
| 7D | -3.4% | -7.1% | +3.8% | -1.8% |
| 30D | -7.4% | -15.4% | +8.0% | -4.4% |
| 3M | +0.9% | +19.5% | -18.6% | -4.8% |
| 6M | +1.2% | +54.8% | -53.7% | -11.2% |
| YTD | +1.8% | +36.1% | -34.3% | -8.6% |
| 1Y | +10.8% | +7.0% | +3.9% | +5.4% |
| 3Y | +17.1% | -27.6% | +44.7% | +19.2% |
| 5Y | -28.2% | -30.5% | +2.2% | -29.9% |
| All | +67.9% | -3.6% | +71.5% | +30.9% |
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