+35.7%
TENB vs TMF
-81.6%
+117.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | +0.1% | -4.3% |
| 7D | -7.0% | -8.2% | +1.1% | -6.9% |
| 30D | -0.6% | +5.3% | -5.9% | -0.7% |
| 3M | +10.9% | -8.5% | +19.4% | +11.1% |
| 6M | +95.4% | -17.2% | +112.6% | +95.9% |
| YTD | +74.5% | -23.4% | +97.9% | +75.1% |
| 1Y | +49.2% | -30.2% | +79.5% | +49.9% |
| 3Y | +9.7% | -32.9% | +42.7% | +10.1% |
| 5Y | -24.6% | -88.5% | +64.0% | -30.3% |
| All | +35.7% | -81.6% | +117.3% | +85.0% |
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