+70.6%
EWZ vs TENB
+1.4%
+69.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | +5.6% | -5.0% | +10.6% | +6.5% |
| 30D | +9.3% | -7.4% | +16.6% | +10.1% |
| 3M | +15.7% | +22.3% | -6.6% | +9.9% |
| 6M | +7.4% | +60.2% | -52.7% | -3.9% |
| YTD | +22.7% | +43.2% | -20.5% | +11.5% |
| 1Y | +36.4% | +8.2% | +28.2% | +31.0% |
| 3Y | +50.4% | -23.8% | +74.2% | +51.7% |
| 5Y | +67.6% | -26.9% | +94.5% | +60.4% |
| All | +70.6% | +1.4% | +69.2% | +23.7% |
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