+113.4%
SPG vs TENB
+29.2%
+84.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.3% |
| 7D | +2.7% | -9.3% | +12.1% | +4.4% |
| 30D | +16.6% | +5.3% | +11.3% | +15.0% |
| 3M | +8.1% | +13.5% | -5.4% | +4.2% |
| 6M | +19.3% | +101.5% | -82.1% | +1.2% |
| YTD | +31.1% | +82.4% | -51.4% | +12.1% |
| 1Y | +32.8% | +53.0% | -20.3% | +17.9% |
| 3Y | +135.8% | +14.8% | +121.0% | +119.3% |
| 5Y | +85.1% | -21.2% | +106.2% | +77.0% |
| All | +113.4% | +29.2% | +84.3% | +44.5% |
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