+51.9%
SW vs TENB
+32.9%
+19.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -0.9% |
| 7D | +4.7% | -14.7% | +19.4% | +6.1% |
| 30D | +5.0% | +11.9% | -6.9% | +3.8% |
| 3M | -7.3% | +22.7% | -30.0% | -9.5% |
| 6M | +15.0% | +110.1% | -95.1% | +6.3% |
| YTD | +18.5% | +87.7% | -69.2% | +10.2% |
| 1Y | +27.1% | +59.7% | -32.5% | +20.1% |
| 3Y | +49.3% | +19.0% | +30.3% | +44.5% |
| 5Y | -1.6% | -20.7% | +19.1% | -4.5% |
| All | +51.9% | +32.9% | +19.0% | +38.2% |
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 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