+96.5%
STM vs TENB
+64.9%
+31.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.7% | -6.7% | -6.1% |
| 7D | -6.0% | -2.8% | -3.2% | -5.8% |
| 30D | -20.9% | +22.9% | -43.9% | -22.3% |
| 3M | -15.8% | +31.7% | -47.5% | -17.4% |
| 6M | -17.0% | +127.3% | -144.3% | -20.8% |
| YTD | +76.8% | +101.2% | -24.4% | +75.6% |
| 1Y | +96.5% | +68.7% | +27.8% | +114.3% |
| All | +96.5% | +64.9% | +31.5% | +114.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling