+4,789.7%
SITM vs TENB
+9.9%
+4,779.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.0% | +11.5% | +8.8% |
| 7D | +3.9% | -12.1% | +15.9% | +10.8% |
| 30D | -6.6% | -18.6% | +12.0% | +2.1% |
| 3M | -11.9% | +12.1% | -23.9% | -21.8% |
| 6M | +81.1% | +46.8% | +34.3% | +31.2% |
| YTD | +80.0% | +28.0% | +52.0% | +38.5% |
| 1Y | +145.8% | -1.4% | +147.2% | +123.4% |
| 3Y | +475.9% | -33.9% | +509.8% | +556.5% |
| 5Y | +189.2% | -34.6% | +223.8% | +217.6% |
| All | +4,789.7% | +9.9% | +4,779.8% | +2,858.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling