+124.7%
SU vs TENB
-3.6%
+128.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.7% | +0.5% |
| 7D | +1.7% | -7.1% | +8.8% | +2.7% |
| 30D | +9.6% | -15.4% | +25.0% | +11.8% |
| 3M | +11.7% | +19.5% | -7.8% | +7.5% |
| 6M | +21.9% | +54.8% | -32.9% | +12.1% |
| YTD | +58.6% | +36.1% | +22.5% | +48.1% |
| 1Y | +66.5% | +7.0% | +59.5% | +61.3% |
| 3Y | +121.4% | -27.6% | +149.0% | +124.0% |
| 5Y | +355.7% | -30.5% | +386.2% | +341.7% |
| All | +124.7% | -3.6% | +128.3% | +66.6% |
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 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