+62.1%
USB vs TENB
+31.4%
+30.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.1% | +2.0% |
| 7D | +0.8% | -8.0% | +8.7% | +2.0% |
| 30D | +6.8% | +5.0% | +1.8% | +5.6% |
| 3M | -3.8% | +20.0% | -23.8% | -7.6% |
| 6M | +11.7% | +100.0% | -88.3% | -2.8% |
| YTD | +17.5% | +85.6% | -68.1% | +2.6% |
| 1Y | +33.8% | +57.8% | -24.1% | +20.3% |
| 3Y | +104.2% | +17.6% | +86.6% | +91.6% |
| 5Y | +26.4% | -21.7% | +48.1% | +21.5% |
| All | +62.1% | +31.4% | +30.8% | +17.0% |
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