+293.4%
STLD vs TENB
-28.0%
+321.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +2.7% | -5.0% | +7.6% | +3.5% |
| 30D | -8.4% | -7.4% | -1.1% | -7.6% |
| 3M | -9.9% | +22.3% | -32.1% | -14.8% |
| 6M | +33.0% | +60.2% | -27.1% | +17.4% |
| YTD | +42.6% | +43.2% | -0.6% | +28.1% |
| 1Y | +80.8% | +8.2% | +72.6% | +74.3% |
| 3Y | +143.4% | -23.8% | +167.2% | +150.2% |
| 5Y | +293.4% | -26.9% | +320.3% | +291.6% |
| All | +293.4% | -28.0% | +321.4% | +291.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling