+323.4%
NEM vs TENB
+1.4%
+322.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +3.9% | -5.0% | +8.8% | +4.2% |
| 30D | +12.7% | -7.4% | +20.1% | +13.1% |
| 3M | +28.7% | +22.3% | +6.4% | +26.0% |
| 6M | +9.8% | +60.2% | -50.4% | +5.1% |
| YTD | +28.1% | +43.2% | -15.1% | +23.6% |
| 1Y | +69.3% | +8.2% | +61.2% | +67.2% |
| 3Y | +247.7% | -23.8% | +271.5% | +250.7% |
| 5Y | +153.4% | -26.9% | +180.2% | +150.8% |
| All | +323.4% | +1.4% | +322.0% | +273.5% |
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 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