+322.5%
NEM vs TENB
-9.4%
+331.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +0.9% |
| 7D | -1.0% | -12.1% | +11.1% | -0.1% |
| 30D | +7.8% | -18.6% | +26.5% | +9.1% |
| 3M | +30.2% | +12.1% | +18.2% | +28.3% |
| 6M | +9.6% | +46.8% | -37.2% | +5.5% |
| YTD | +27.8% | +28.0% | -0.1% | +24.2% |
| 1Y | +60.7% | -1.4% | +62.1% | +59.6% |
| 3Y | +245.3% | -33.9% | +279.2% | +251.8% |
| 5Y | +155.3% | -34.6% | +190.0% | +154.6% |
| All | +322.5% | -9.4% | +331.9% | +275.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling