+11.1%
SMR vs TENB
-39.3%
+50.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.6% | +16.9% | +15.7% |
| 7D | +21.4% | -5.0% | +26.4% | +22.8% |
| 30D | +13.8% | -7.4% | +21.2% | +15.5% |
| 3M | +3.9% | +22.3% | -18.4% | -3.1% |
| 6M | -4.2% | +60.2% | -64.4% | -17.1% |
| YTD | -21.1% | +43.2% | -64.3% | -30.3% |
| 1Y | -67.1% | +8.2% | -75.2% | -68.9% |
| 3Y | +88.9% | -23.8% | +112.6% | +88.4% |
| All | +11.1% | -39.3% | +50.4% | +9.5% |
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