-26.9%
TENB vs TMF
-87.6%
+60.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -5.0% | +1.0% | -6.0% | -5.1% |
| 30D | -7.4% | -1.8% | -5.5% | -7.2% |
| 3M | +22.3% | -8.2% | +30.5% | +23.1% |
| 6M | +60.2% | -19.5% | +79.7% | +62.9% |
| YTD | +43.2% | -16.0% | +59.2% | +45.1% |
| 1Y | +8.2% | -22.5% | +30.6% | +10.2% |
| 3Y | -23.8% | -42.3% | +18.5% | -21.6% |
| 5Y | -26.9% | -87.7% | +60.8% | -22.3% |
| All | -26.9% | -87.6% | +60.8% | -22.3% |
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