-2.3%
SW vs TENB
-21.7%
+19.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.4% | -0.2% |
| 7D | +1.8% | -8.0% | +9.8% | +2.7% |
| 30D | +7.0% | +5.0% | +2.0% | +6.3% |
| 3M | -7.6% | +20.0% | -27.7% | -10.0% |
| 6M | +8.5% | +100.0% | -91.5% | -1.2% |
| YTD | +17.7% | +85.6% | -67.9% | +7.6% |
| 1Y | +27.1% | +57.8% | -30.8% | +18.7% |
| 3Y | +48.2% | +17.6% | +30.6% | +43.0% |
| 5Y | -2.3% | -21.7% | +19.4% | -7.1% |
| All | -2.3% | -21.7% | +19.3% | -7.1% |
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