+757.4%
UMAC vs TENB
-32.9%
+790.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.6% | +10.9% | +9.9% |
| 7D | +14.7% | -5.0% | +19.7% | +16.7% |
| 30D | -0.5% | -7.4% | +6.9% | +1.7% |
| 3M | +0.5% | +22.3% | -21.8% | -7.4% |
| 6M | +57.9% | +60.2% | -2.2% | +35.8% |
| YTD | +103.9% | +43.2% | +60.7% | +78.9% |
| 1Y | +159.3% | +8.2% | +151.1% | +147.8% |
| All | +757.4% | -32.9% | +790.3% | +855.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling