+233.7%
EWY vs TENB
+1.3%
+232.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +6.7% | -1.7% | +8.3% | +7.0% |
| 30D | +17.0% | -8.3% | +25.2% | +18.2% |
| 3M | +3.7% | +26.2% | -22.5% | -1.9% |
| 6M | +42.5% | +60.2% | -17.7% | +28.1% |
| YTD | +96.2% | +43.1% | +53.1% | +79.0% |
| 1Y | +160.4% | +9.4% | +151.0% | +150.2% |
| 3Y | +231.7% | -23.9% | +255.5% | +235.3% |
| 5Y | +153.3% | -28.2% | +181.5% | +146.9% |
| All | +233.7% | +1.3% | +232.4% | +161.5% |
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