+13.3%
RMBS vs TENB
+11.6%
+1.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -0.3% | -9.1% | +8.7% | +1.5% |
| 30D | -12.2% | -4.9% | -7.3% | -11.8% |
| 3M | -49.5% | +16.9% | -66.5% | -51.8% |
| 6M | -7.1% | +68.0% | -75.1% | -17.3% |
| YTD | -7.0% | +45.6% | -52.6% | -13.1% |
| 1Y | +13.3% | +12.7% | +0.6% | +21.4% |
| All | +13.3% | +11.6% | +1.7% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling