-9.2%
STM vs TENB
-21.7%
+12.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +5.7% |
| 7D | -5.6% | -8.0% | +2.4% | -3.3% |
| 30D | -14.4% | +5.0% | -19.4% | -15.7% |
| 3M | -20.5% | +20.0% | -40.5% | -25.8% |
| 6M | -24.5% | +100.0% | -124.6% | -40.8% |
| YTD | +72.7% | +85.6% | -12.9% | +36.5% |
| 1Y | +91.0% | +57.8% | +33.2% | +59.9% |
| 3Y | +13.5% | +17.6% | -4.1% | +3.2% |
| 5Y | -9.2% | -21.7% | +12.5% | -12.3% |
| All | -9.2% | -21.7% | +12.5% | -12.3% |
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 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