+88.4%
SPG vs TENB
+3.0%
+85.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -2.4% | -9.1% | +6.7% | -0.7% |
| 30D | -6.8% | -4.9% | -2.0% | -6.4% |
| 3M | +2.7% | +16.9% | -14.3% | -1.9% |
| 6M | +5.5% | +68.0% | -62.5% | -7.4% |
| YTD | +15.7% | +45.6% | -29.9% | +4.1% |
| 1Y | +20.9% | +12.7% | +8.1% | +14.7% |
| 3Y | +112.4% | -24.4% | +136.8% | +115.1% |
| 5Y | +101.4% | -26.7% | +128.1% | +95.1% |
| All | +88.4% | +3.0% | +85.3% | +34.2% |
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