+22.1%
EWZ vs TENB
+16.0%
+6.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.8% |
| 7D | +1.4% | -8.0% | +9.4% | +1.7% |
| 30D | -25.1% | +5.0% | -30.1% | -25.5% |
| 3M | -7.7% | +20.0% | -27.8% | -9.2% |
| 6M | -15.8% | +100.0% | -115.9% | -21.5% |
| YTD | +3.6% | +85.6% | -82.0% | -2.4% |
| 1Y | +5.5% | +57.8% | -52.3% | +2.3% |
| 3Y | +22.1% | +17.6% | +4.5% | +24.4% |
| All | +22.1% | +16.0% | +6.1% | +24.4% |
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