+206.5%
SPYM vs TENB
+1.3%
+205.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.4% | -1.7% | +1.3% | 0.0% |
| 30D | -1.4% | -8.3% | +6.9% | -0.2% |
| 3M | +3.7% | +26.2% | -22.4% | -2.3% |
| 6M | +13.0% | +60.2% | -47.1% | +0.5% |
| YTD | +12.5% | +43.1% | -30.6% | +1.8% |
| 1Y | +18.6% | +9.4% | +9.3% | +13.4% |
| 3Y | +78.0% | -23.9% | +101.9% | +79.9% |
| 5Y | +82.3% | -28.2% | +110.5% | +77.9% |
| All | +206.5% | +1.3% | +205.2% | +138.6% |
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