+122.4%
MO vs TENB
+1.4%
+121.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -2.0% | -5.0% | +3.0% | -1.9% |
| 30D | -0.3% | -7.4% | +7.1% | -0.1% |
| 3M | -2.9% | +22.3% | -25.2% | -3.9% |
| 6M | +5.8% | +60.2% | -54.4% | +3.5% |
| YTD | +22.0% | +43.2% | -21.2% | +19.9% |
| 1Y | +10.7% | +8.2% | +2.5% | +10.2% |
| 3Y | +94.4% | -23.8% | +118.2% | +95.8% |
| 5Y | +97.2% | -26.9% | +124.1% | +94.9% |
| All | +122.4% | +1.4% | +121.0% | +102.0% |
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