+100.8%
STM vs TENB
+8.0%
+92.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.7% | -1.7% | +3.3% | +1.9% |
| 30D | -5.2% | -8.3% | +3.1% | -4.3% |
| 3M | -29.6% | +26.2% | -55.8% | -32.3% |
| 6M | +54.4% | +60.2% | -5.8% | +48.0% |
| YTD | +99.5% | +43.1% | +56.4% | +100.6% |
| 1Y | +100.8% | +9.4% | +91.4% | +138.7% |
| All | +100.8% | +8.0% | +92.8% | +138.7% |
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 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