+7.9%
UMAC vs TENB
+64.9%
-57.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.7% | -11.5% | -11.1% |
| 7D | -26.0% | -2.8% | -23.2% | -25.2% |
| 30D | -40.3% | +22.9% | -63.2% | -44.7% |
| 3M | -51.1% | +31.7% | -82.9% | -56.3% |
| 6M | -5.6% | +127.3% | -132.9% | -28.8% |
| YTD | +2.3% | +101.2% | -98.9% | -22.7% |
| 1Y | +7.9% | +68.7% | -60.8% | +8.4% |
| All | +7.9% | +64.9% | -57.1% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling