+50.1%
SM vs TENB
+3.0%
+47.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +0.1% | -9.1% | +9.2% | +2.6% |
| 30D | +26.3% | -4.9% | +31.2% | +27.0% |
| 3M | +8.7% | +16.9% | -8.3% | +0.5% |
| 6M | +51.7% | +68.0% | -16.3% | +23.4% |
| YTD | +99.0% | +45.6% | +53.5% | +68.0% |
| 1Y | +34.6% | +12.7% | +21.9% | +23.2% |
| 3Y | -7.8% | -24.4% | +16.6% | -6.9% |
| 5Y | +104.8% | -26.7% | +131.5% | +92.4% |
| All | +50.1% | +3.0% | +47.1% | -10.2% |
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