-39.9%
STLA vs TENB
+1.4%
-41.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.7% |
| 7D | +0.7% | -5.0% | +5.7% | +1.8% |
| 30D | -2.4% | -7.4% | +5.0% | -1.1% |
| 3M | -23.9% | +22.3% | -46.1% | -28.2% |
| 6M | -24.6% | +60.2% | -84.8% | -34.0% |
| YTD | -50.5% | +43.2% | -93.7% | -56.0% |
| 1Y | -39.8% | +8.2% | -48.0% | -42.6% |
| 3Y | -65.6% | -23.8% | -41.8% | -65.0% |
| 5Y | -62.1% | -26.9% | -35.2% | -63.1% |
| All | -39.9% | +1.4% | -41.3% | -55.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling