+67.3%
EWZ vs TENB
+3.0%
+64.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +6.5% | -9.1% | +15.6% | +8.1% |
| 30D | +4.8% | -4.9% | +9.7% | +5.2% |
| 3M | +9.9% | +16.9% | -7.0% | +5.3% |
| 6M | +1.9% | +68.0% | -66.0% | -9.6% |
| YTD | +20.3% | +45.6% | -25.3% | +9.1% |
| 1Y | +35.6% | +12.7% | +22.9% | +29.2% |
| 3Y | +43.4% | -24.4% | +67.8% | +45.0% |
| 5Y | +55.9% | -26.7% | +82.7% | +49.4% |
| All | +67.3% | +3.0% | +64.2% | +21.0% |
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