-2.3%
SW vs TENB
-27.0%
+24.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -5.1% | -9.1% | +4.0% | -4.1% |
| 30D | -4.6% | -4.9% | +0.3% | -4.2% |
| 3M | +9.4% | +16.9% | -7.5% | +6.6% |
| 6M | +3.5% | +68.0% | -64.5% | -4.1% |
| YTD | +22.0% | +45.6% | -23.5% | +15.0% |
| 1Y | +2.2% | +12.7% | -10.5% | -0.2% |
| 3Y | +19.6% | -24.4% | +44.0% | +20.5% |
| All | -2.3% | -27.0% | +24.7% | -5.9% |
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