+107.3%
EW vs TENB
+22.6%
+84.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +4.9% | -3.3% | +8.2% | +5.6% |
| 30D | +23.9% | +6.9% | +17.0% | +21.6% |
| 3M | +15.8% | +1.8% | +13.9% | +13.5% |
| 6M | +31.7% | +98.1% | -66.4% | +8.8% |
| YTD | +25.7% | +73.2% | -47.5% | +5.8% |
| 1Y | +24.4% | +50.7% | -26.3% | +8.4% |
| 3Y | +65.9% | +9.3% | +56.5% | +52.2% |
| 5Y | -7.6% | -25.1% | +17.5% | -11.4% |
| All | +107.3% | +22.6% | +84.7% | +51.6% |
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 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