+156.3%
UMAC vs TENB
+11.6%
+144.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -0.9% | -9.1% | +8.2% | +2.8% |
| 30D | -7.7% | -4.9% | -2.8% | -6.5% |
| 3M | -26.4% | +16.9% | -43.4% | -31.6% |
| 6M | +61.9% | +68.0% | -6.1% | +37.6% |
| YTD | +86.5% | +45.6% | +40.9% | +59.9% |
| 1Y | +156.3% | +12.7% | +143.6% | +138.1% |
| All | +156.3% | +11.6% | +144.7% | +138.1% |
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