+93.4%
EWJ vs TENB
+1.3%
+92.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.0% | -1.7% | +2.7% | +1.2% |
| 30D | +1.0% | -8.3% | +9.2% | +1.8% |
| 3M | +7.2% | +26.2% | -18.9% | +3.1% |
| 6M | +13.9% | +60.2% | -46.3% | +5.4% |
| YTD | +20.8% | +43.1% | -22.3% | +13.1% |
| 1Y | +26.4% | +9.4% | +17.0% | +22.8% |
| 3Y | +71.8% | -23.9% | +95.6% | +73.1% |
| 5Y | +49.9% | -28.2% | +78.1% | +47.2% |
| All | +93.4% | +1.3% | +92.1% | +62.3% |
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