+106.0%
MTB vs TENB
-32.3%
+138.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +1.0% |
| 7D | -0.4% | -7.1% | +6.7% | +0.4% |
| 30D | -4.6% | -15.4% | +10.8% | -2.9% |
| 3M | +7.4% | +19.5% | -12.1% | +3.8% |
| 6M | +18.7% | +54.8% | -36.1% | +10.0% |
| YTD | +21.1% | +36.1% | -15.1% | +13.9% |
| 1Y | +24.1% | +7.0% | +17.1% | +21.0% |
| 3Y | +115.3% | -27.6% | +142.9% | +118.3% |
| 5Y | +106.0% | -30.5% | +136.5% | +100.3% |
| All | +106.0% | -32.3% | +138.3% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling