+7.5%
SMR vs TENB
-39.3%
+46.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +13.1% | -1.7% | +14.7% | +13.5% |
| 30D | +17.8% | -8.3% | +26.0% | +19.7% |
| 3M | +8.1% | +26.2% | -18.1% | -0.1% |
| 6M | -11.1% | +60.2% | -71.3% | -23.1% |
| YTD | -23.7% | +43.1% | -66.8% | -32.6% |
| 1Y | -69.4% | +9.4% | -78.8% | -71.1% |
| 3Y | +82.6% | -23.9% | +106.5% | +82.2% |
| All | +7.5% | -39.3% | +46.8% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling