+11.3%
TENB vs TMF
-80.2%
+91.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | -8.3% | -1.0% | -7.3% | -8.2% |
| 3M | +26.2% | -11.3% | +37.4% | +26.3% |
| 6M | +60.2% | -22.7% | +82.9% | +60.7% |
| YTD | +43.1% | -17.3% | +60.4% | +43.4% |
| 1Y | +9.4% | -22.5% | +31.8% | +9.7% |
| 3Y | -23.9% | -43.2% | +19.4% | -23.7% |
| 5Y | -28.2% | -88.3% | +60.1% | -34.1% |
| All | +11.3% | -80.2% | +91.5% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling