+546.1%
RMBS vs TENB
-9.4%
+555.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +3.8% |
| 7D | +1.8% | -12.1% | +13.9% | +5.9% |
| 30D | -13.9% | -18.6% | +4.7% | -8.9% |
| 3M | -39.8% | +12.1% | -51.9% | -43.5% |
| 6M | -6.0% | +46.8% | -52.8% | -20.7% |
| YTD | -5.4% | +28.0% | -33.3% | -16.6% |
| 1Y | -1.8% | -1.4% | -0.4% | -5.5% |
| 3Y | +53.7% | -33.9% | +87.6% | +66.6% |
| 5Y | +268.5% | -34.6% | +303.1% | +278.9% |
| All | +546.1% | -9.4% | +555.6% | +405.3% |
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 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