+13.2%
TENB vs TMF
-79.8%
+93.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -9.1% | -1.4% | -7.6% | -9.1% |
| 30D | -4.9% | -2.8% | -2.0% | -4.8% |
| 3M | +16.9% | -10.9% | +27.8% | +17.1% |
| 6M | +68.0% | -21.3% | +89.3% | +68.5% |
| YTD | +45.6% | -15.9% | +61.4% | +45.9% |
| 1Y | +12.7% | -15.7% | +28.5% | +13.0% |
| 3Y | -24.4% | -43.4% | +19.0% | -24.3% |
| 5Y | -26.7% | -87.8% | +61.0% | -32.5% |
| All | +13.2% | -79.8% | +93.0% | +54.1% |
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