+22.9%
SFM vs TENB
+10.3%
+12.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +1.9% |
| 7D | -0.4% | -7.0% | +6.6% | 0.0% |
| 30D | -19.2% | -0.6% | -18.6% | -19.9% |
| 3M | -40.3% | +10.9% | -51.3% | -41.6% |
| 6M | -40.9% | +95.4% | -136.3% | -46.6% |
| YTD | -35.5% | +74.5% | -110.0% | -40.6% |
| 1Y | -37.4% | +49.2% | -86.7% | -40.3% |
| All | +22.9% | +10.3% | +12.6% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling