-24.5%
TENB vs TMF
-88.6%
+64.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -3.3% | -9.3% | +6.0% | -2.4% |
| 30D | +6.9% | +1.9% | +5.0% | +6.8% |
| 3M | +1.8% | -11.2% | +13.1% | +2.9% |
| 6M | +98.1% | -17.7% | +115.8% | +101.2% |
| YTD | +73.2% | -24.5% | +97.7% | +77.1% |
| 1Y | +50.7% | -29.4% | +80.1% | +54.9% |
| 3Y | +9.3% | -33.4% | +42.8% | +11.0% |
| All | -24.5% | -88.6% | +64.1% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling