+1,086.8%
UMC vs TENB
-9.4%
+1,096.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.0% | +8.3% | +3.5% |
| 7D | +9.0% | -12.1% | +21.1% | +11.5% |
| 30D | +17.2% | -18.6% | +35.9% | +21.1% |
| 3M | +11.4% | +12.1% | -0.7% | +7.2% |
| 6M | +137.5% | +46.8% | +90.7% | +115.1% |
| YTD | +193.1% | +28.0% | +165.1% | +171.4% |
| 1Y | +240.3% | -1.4% | +241.7% | +232.2% |
| 3Y | +262.2% | -33.9% | +296.1% | +275.4% |
| 5Y | +143.1% | -34.6% | +177.8% | +144.9% |
| All | +1,086.8% | -9.4% | +1,096.2% | +965.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling