+4,507.3%
SITM vs TENB
+22.9%
+4,484.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.3% |
| 7D | +8.4% | -5.0% | +13.3% | +11.3% |
| 30D | -17.4% | -7.4% | -10.1% | -15.6% |
| 3M | -9.8% | +22.3% | -32.1% | -23.3% |
| 6M | +83.0% | +60.2% | +22.8% | +27.3% |
| YTD | +69.6% | +43.2% | +26.4% | +23.4% |
| 1Y | +144.9% | +8.2% | +136.7% | +113.1% |
| 3Y | +429.9% | -23.8% | +453.6% | +459.3% |
| 5Y | +169.2% | -26.9% | +196.0% | +179.2% |
| All | +4,507.3% | +22.9% | +4,484.4% | +2,535.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling