+127.4%
RMD vs TENB
+3.0%
+124.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -5.0% | -9.1% | +4.1% | -3.3% |
| 30D | +2.2% | -4.9% | +7.1% | +2.8% |
| 3M | +17.8% | +16.9% | +0.9% | +13.0% |
| 6M | -11.3% | +68.0% | -79.3% | -21.8% |
| YTD | -4.4% | +45.6% | -50.0% | -13.7% |
| 1Y | -15.7% | +12.7% | -28.5% | -19.8% |
| 3Y | +47.7% | -24.4% | +72.1% | +50.0% |
| 5Y | -19.2% | -26.7% | +7.5% | -21.0% |
| All | +127.4% | +3.0% | +124.4% | +82.4% |
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 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