+657.4%
UMAC vs TENB
-40.0%
+697.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.5% | -0.3% |
| 7D | -3.4% | -12.1% | +8.7% | +1.1% |
| 30D | -15.1% | -18.6% | +3.5% | -9.0% |
| 3M | -10.8% | +12.1% | -22.8% | -15.3% |
| 6M | +15.7% | +46.8% | -31.1% | +2.9% |
| YTD | +80.1% | +28.0% | +52.2% | +64.5% |
| 1Y | +116.7% | -1.4% | +118.1% | +114.3% |
| All | +657.4% | -40.0% | +697.5% | +778.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling