+270.3%
SCHG vs TENB
-3.6%
+274.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | +0.8% |
| 7D | -2.7% | -7.1% | +4.4% | -0.9% |
| 30D | -2.2% | -15.4% | +13.1% | +1.5% |
| 3M | +6.2% | +19.5% | -13.4% | -0.5% |
| 6M | +13.4% | +54.8% | -41.4% | -2.1% |
| YTD | +7.1% | +36.1% | -29.0% | -4.9% |
| 1Y | +12.5% | +7.0% | +5.5% | +6.6% |
| 3Y | +86.2% | -27.6% | +113.7% | +91.4% |
| 5Y | +83.9% | -30.5% | +114.4% | +81.8% |
| All | +270.3% | -3.6% | +274.0% | +187.7% |
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