+155.8%
STT vs TENB
-26.8%
+182.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.0% | -1.7% | +2.6% | +1.3% |
| 30D | +2.8% | -8.3% | +11.0% | +4.0% |
| 3M | +18.1% | +26.2% | -8.0% | +11.1% |
| 6M | +59.2% | +60.2% | -1.0% | +40.7% |
| YTD | +51.5% | +43.1% | +8.4% | +36.6% |
| 1Y | +75.7% | +9.4% | +66.3% | +68.4% |
| 3Y | +200.8% | -23.9% | +224.6% | +205.8% |
| 5Y | +155.8% | -28.2% | +184.0% | +146.2% |
| All | +155.8% | -26.8% | +182.6% | +146.2% |
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