+149.5%
STM vs TENB
+1.3%
+148.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.7% | -1.7% | +3.3% | +2.2% |
| 30D | -5.2% | -8.3% | +3.1% | -3.2% |
| 3M | -29.6% | +26.2% | -55.8% | -36.6% |
| 6M | +54.4% | +60.2% | -5.8% | +25.8% |
| YTD | +99.5% | +43.1% | +56.4% | +67.8% |
| 1Y | +100.8% | +9.4% | +91.4% | +86.5% |
| 3Y | +20.2% | -23.9% | +44.0% | +23.6% |
| 5Y | +21.1% | -28.2% | +49.4% | +18.8% |
| All | +149.5% | +1.3% | +148.2% | +73.6% |
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 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