+124.3%
STM vs TENB
+29.2%
+95.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.7% |
| 7D | +1.4% | -9.3% | +10.8% | +4.9% |
| 30D | -8.4% | +5.3% | -13.7% | -10.1% |
| 3M | -15.8% | +13.5% | -29.3% | -21.1% |
| 6M | -22.8% | +101.5% | -124.3% | -41.9% |
| YTD | +79.4% | +82.4% | -3.1% | +37.0% |
| 1Y | +97.0% | +53.0% | +43.9% | +60.4% |
| 3Y | +14.2% | +14.8% | -0.6% | +1.4% |
| 5Y | -4.5% | -21.2% | +16.7% | -9.8% |
| All | +124.3% | +29.2% | +95.2% | +41.7% |
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