+152.9%
STM vs TENB
+3.0%
+149.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +5.8% | -9.1% | +14.9% | +9.1% |
| 30D | -1.0% | -4.9% | +3.9% | -0.2% |
| 3M | -33.3% | +16.9% | -50.2% | -38.2% |
| 6M | +57.4% | +68.0% | -10.6% | +26.1% |
| YTD | +102.2% | +45.6% | +56.6% | +69.1% |
| 1Y | +99.6% | +12.7% | +86.9% | +83.5% |
| 3Y | +14.5% | -24.4% | +38.9% | +18.2% |
| 5Y | +21.4% | -26.7% | +48.1% | +18.2% |
| All | +152.9% | +3.0% | +149.8% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling