+261.7%
RMBS vs TENB
-32.3%
+293.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.2% | -1.0% |
| 7D | +1.2% | -7.1% | +8.3% | +3.7% |
| 30D | -11.5% | -15.4% | +3.9% | -7.3% |
| 3M | -38.2% | +19.5% | -57.7% | -43.5% |
| 6M | -4.8% | +54.8% | -59.6% | -21.8% |
| YTD | -7.1% | +36.1% | -43.2% | -20.3% |
| 1Y | +10.7% | +7.0% | +3.7% | +4.0% |
| 3Y | +54.5% | -27.6% | +82.0% | +64.0% |
| 5Y | +261.7% | -30.5% | +292.1% | +274.1% |
| All | +261.7% | -32.3% | +293.9% | +274.1% |
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