-29.4%
EW vs TENB
-26.8%
-2.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.1% | -1.7% | -3.4% | -4.8% |
| 30D | -6.4% | -8.3% | +1.9% | -5.2% |
| 3M | -1.6% | +26.2% | -27.7% | -7.4% |
| 6M | +2.3% | +60.2% | -57.9% | -9.3% |
| YTD | +1.1% | +43.1% | -42.0% | -8.7% |
| 1Y | +8.0% | +9.4% | -1.4% | +3.6% |
| 3Y | +16.3% | -23.9% | +40.2% | +18.1% |
| 5Y | -29.4% | -28.2% | -1.2% | -31.6% |
| All | -29.4% | -26.8% | -2.6% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling