-1.4%
SM vs TENB
-24.7%
+23.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.8% |
| 7D | -0.2% | -5.0% | +4.8% | +0.5% |
| 30D | +31.5% | -7.4% | +38.9% | +32.2% |
| 3M | +17.3% | +22.3% | -4.9% | +10.0% |
| 6M | +48.5% | +60.2% | -11.7% | +30.2% |
| YTD | +106.3% | +43.2% | +63.0% | +84.9% |
| 1Y | +47.3% | +8.2% | +39.1% | +42.7% |
| 3Y | -1.4% | -23.8% | +22.4% | -1.6% |
| All | -1.4% | -24.7% | +23.3% | -1.6% |
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 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