-22.3%
RMD vs TENB
-32.3%
+10.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.6% |
| 7D | -4.2% | -7.1% | +2.9% | -3.0% |
| 30D | -2.1% | -15.4% | +13.3% | +0.4% |
| 3M | +13.8% | +19.5% | -5.8% | +9.1% |
| 6M | -10.6% | +54.8% | -65.4% | -19.4% |
| YTD | -8.1% | +36.1% | -44.2% | -15.3% |
| 1Y | -18.0% | +7.0% | -24.9% | -20.5% |
| 3Y | +52.9% | -27.6% | +80.4% | +57.8% |
| 5Y | -22.3% | -30.5% | +8.2% | -20.9% |
| All | -22.3% | -32.3% | +10.0% | -20.9% |
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