+0.5%
UMAC vs TENB
+21.3%
-20.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.6% | +10.9% | +10.0% |
| 7D | +14.7% | -5.0% | +19.7% | +16.9% |
| 30D | -0.5% | -7.4% | +6.9% | +0.8% |
| 3M | +0.5% | +22.3% | -21.8% | -17.1% |
| All | +0.5% | +21.3% | -20.8% | -17.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling