+43.0%
TMUS vs TENB
-28.0%
+71.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -0.3% | -5.0% | +4.7% | 0.0% |
| 30D | +3.1% | -7.4% | +10.5% | +3.5% |
| 3M | +2.4% | +22.3% | -19.9% | +0.9% |
| 6M | -17.1% | +60.2% | -77.2% | -19.7% |
| YTD | -9.1% | +43.2% | -52.3% | -11.3% |
| 1Y | -23.6% | +8.2% | -31.8% | -24.0% |
| 3Y | +38.8% | -23.8% | +62.6% | +40.1% |
| 5Y | +43.0% | -26.9% | +69.8% | +42.4% |
| All | +43.0% | -28.0% | +71.0% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling