+10.5%
SHW vs TENB
-32.3%
+42.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.2% |
| 7D | -4.5% | -7.1% | +2.7% | -3.4% |
| 30D | -12.7% | -15.4% | +2.7% | -10.7% |
| 3M | +4.7% | +19.5% | -14.8% | +0.7% |
| 6M | -3.4% | +54.8% | -58.2% | -12.1% |
| YTD | -1.3% | +36.1% | -37.5% | -8.4% |
| 1Y | -10.4% | +7.0% | -17.3% | -12.5% |
| 3Y | +20.1% | -27.6% | +47.7% | +24.2% |
| 5Y | +10.5% | -30.5% | +40.9% | +9.5% |
| All | +10.5% | -32.3% | +42.8% | +9.5% |
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 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