+22.5%
STM vs TENB
-28.0%
+50.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +5.2% | -5.0% | +10.2% | +6.8% |
| 30D | -7.4% | -7.4% | 0.0% | -5.9% |
| 3M | -30.6% | +22.3% | -52.9% | -36.3% |
| 6M | +66.4% | +60.2% | +6.2% | +38.5% |
| YTD | +101.1% | +43.2% | +57.9% | +72.6% |
| 1Y | +97.4% | +8.2% | +89.2% | +87.4% |
| 3Y | +21.1% | -23.8% | +44.9% | +25.7% |
| 5Y | +22.5% | -26.9% | +49.3% | +21.3% |
| All | +22.5% | -28.0% | +50.5% | +21.3% |
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