+107.7%
SPG vs TENB
+26.7%
+80.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.6% |
| 7D | +4.9% | -17.0% | +21.9% | +8.2% |
| 30D | +15.6% | +8.2% | +7.4% | +13.5% |
| 3M | +4.1% | +16.5% | -12.4% | -0.2% |
| 6M | +13.6% | +99.1% | -85.5% | -3.5% |
| YTD | +27.5% | +79.0% | -51.5% | +9.5% |
| 1Y | +32.2% | +53.9% | -21.6% | +17.2% |
| 3Y | +126.0% | +13.8% | +112.2% | +110.5% |
| 5Y | +74.7% | -24.4% | +99.1% | +68.6% |
| All | +107.7% | +26.7% | +80.9% | +41.2% |
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