+49.3%
SW vs TENB
+18.3%
+31.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -0.5% |
| 7D | +4.7% | -14.7% | +19.4% | +7.1% |
| 30D | +5.0% | +11.9% | -6.9% | +3.0% |
| 3M | -7.3% | +22.7% | -30.0% | -10.9% |
| 6M | +15.0% | +110.1% | -95.1% | -2.7% |
| YTD | +18.5% | +87.7% | -69.2% | +3.0% |
| 1Y | +27.1% | +59.7% | -32.5% | +16.6% |
| All | +49.3% | +18.3% | +31.0% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling