+44.4%
SITM vs TENB
+64.9%
-20.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.7% | -10.0% | -9.4% |
| 7D | -19.5% | -2.8% | -16.7% | -19.4% |
| 30D | -43.2% | +22.9% | -66.1% | -43.2% |
| 3M | -30.8% | +31.7% | -62.6% | -30.1% |
| 6M | -28.6% | +127.3% | -155.9% | -29.9% |
| YTD | +14.2% | +101.2% | -87.0% | +14.7% |
| 1Y | +44.4% | +68.7% | -24.3% | +70.3% |
| All | +44.4% | +64.9% | -20.6% | +70.3% |
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