+185.4%
STT vs TENB
-9.4%
+194.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +2.3% |
| 7D | -0.4% | -12.1% | +11.6% | +2.2% |
| 30D | +1.7% | -18.6% | +20.4% | +5.6% |
| 3M | +17.9% | +12.1% | +5.8% | +13.1% |
| 6M | +55.3% | +46.8% | +8.5% | +38.6% |
| YTD | +52.7% | +28.0% | +24.7% | +39.9% |
| 1Y | +75.7% | -1.4% | +77.1% | +70.7% |
| 3Y | +197.9% | -33.9% | +231.8% | +210.3% |
| 5Y | +158.8% | -34.6% | +193.4% | +157.0% |
| All | +185.4% | -9.4% | +194.8% | +117.6% |
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