+214.2%
TMUS vs TENB
+1.3%
+212.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -5.3% | -1.7% | -3.7% | -5.1% |
| 30D | +0.1% | -8.3% | +8.3% | +0.9% |
| 3M | -0.6% | +26.2% | -26.8% | -4.4% |
| 6M | -17.5% | +60.2% | -77.7% | -23.7% |
| YTD | -11.3% | +43.1% | -54.3% | -16.9% |
| 1Y | -25.4% | +9.4% | -34.7% | -27.4% |
| 3Y | +35.5% | -23.9% | +59.4% | +36.2% |
| 5Y | +41.9% | -28.2% | +70.1% | +37.3% |
| All | +214.2% | +1.3% | +212.9% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling