-57.4%
STLA vs TENB
+22.6%
-80.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -13.8% | -3.3% | -10.5% | -13.2% |
| 30D | -10.5% | +6.9% | -17.5% | -12.1% |
| 3M | -28.9% | +1.8% | -30.7% | -30.0% |
| 6M | -49.7% | +98.1% | -147.8% | -58.1% |
| YTD | -64.9% | +73.2% | -138.1% | -70.4% |
| 1Y | -64.0% | +50.7% | -114.7% | -68.5% |
| 3Y | -77.4% | +9.3% | -86.8% | -78.9% |
| 5Y | -74.4% | -25.1% | -49.3% | -75.3% |
| All | -57.4% | +22.6% | -80.0% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling