+272.6%
STLD vs TENB
-21.7%
+294.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.5% |
| 7D | -9.7% | -8.0% | -1.7% | -8.5% |
| 30D | -4.5% | +5.0% | -9.5% | -5.5% |
| 3M | -13.1% | +20.0% | -33.1% | -16.4% |
| 6M | -2.8% | +100.0% | -102.8% | -16.9% |
| YTD | +35.3% | +85.6% | -50.3% | +16.1% |
| 1Y | +51.4% | +57.8% | -6.4% | +35.2% |
| 3Y | +117.9% | +17.6% | +100.3% | +107.1% |
| 5Y | +272.6% | -21.7% | +294.3% | +279.8% |
| All | +272.6% | -21.7% | +294.3% | +279.8% |
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 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