+445.6%
SITM vs TENB
-30.4%
+476.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +3.8% |
| 7D | +4.8% | -7.1% | +12.0% | +7.4% |
| 30D | -9.7% | -15.4% | +5.6% | -5.3% |
| 3M | -9.3% | +19.5% | -28.8% | -18.4% |
| 6M | +69.5% | +54.8% | +14.7% | +32.9% |
| YTD | +70.5% | +36.1% | +34.4% | +41.2% |
| 1Y | +145.3% | +7.0% | +138.3% | +136.2% |
| All | +445.6% | -30.4% | +476.0% | +574.1% |
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