+165.5%
SITM vs TENB
+11.6%
+153.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.6% |
| 7D | +9.7% | -9.1% | +18.8% | +10.9% |
| 30D | +12.7% | -4.9% | +17.6% | +12.9% |
| 3M | -13.4% | +16.9% | -30.4% | -15.4% |
| 6M | +59.6% | +68.0% | -8.4% | +49.3% |
| YTD | +73.3% | +45.6% | +27.7% | +70.4% |
| 1Y | +165.5% | +12.7% | +152.8% | +207.6% |
| All | +165.5% | +11.6% | +153.9% | +207.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling