+38.7%
TENB vs TMF
-80.8%
+119.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.9% | 0.0% | -3.8% |
| 7D | -10.8% | -1.1% | -9.7% | -10.8% |
| 30D | +0.9% | +11.8% | -10.9% | +0.7% |
| 3M | +14.3% | -4.0% | +18.4% | +14.4% |
| 6M | +92.2% | -16.5% | +108.7% | +92.7% |
| YTD | +78.3% | -19.9% | +98.2% | +78.8% |
| 1Y | +49.5% | -25.6% | +75.1% | +50.1% |
| 3Y | +12.2% | -29.9% | +42.0% | +12.5% |
| 5Y | -22.4% | -88.2% | +65.9% | -28.4% |
| All | +38.7% | -80.8% | +119.5% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling