+128.3%
SLV vs TENB
+15.3%
+113.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.4% |
| 7D | -1.1% | -9.3% | +8.2% | -1.1% |
| 30D | -14.2% | +5.3% | -19.5% | -14.2% |
| 3M | -20.3% | +13.5% | -33.8% | -20.2% |
| 6M | -40.2% | +101.5% | -141.6% | -39.1% |
| YTD | -27.6% | +82.4% | -110.0% | -25.1% |
| 1Y | +0.4% | +53.0% | -52.6% | +6.1% |
| All | +128.3% | +15.3% | +113.0% | +150.0% |
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