+49.5%
EWZ vs TENB
-25.3%
+74.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +6.5% | -9.1% | +15.6% | +7.1% |
| 30D | +4.8% | -4.9% | +9.7% | +5.0% |
| 3M | +9.9% | +16.9% | -7.0% | +7.7% |
| 6M | +1.9% | +68.0% | -66.0% | -3.6% |
| YTD | +20.3% | +45.6% | -25.3% | +15.6% |
| 1Y | +35.6% | +12.7% | +22.9% | +35.4% |
| All | +49.5% | -25.3% | +74.8% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling