+41.2%
USB vs TENB
-27.0%
+68.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +1.4% | -9.1% | +10.5% | +2.7% |
| 30D | -1.3% | -4.9% | +3.6% | -0.9% |
| 3M | +15.2% | +16.9% | -1.7% | +11.5% |
| 6M | +18.8% | +68.0% | -49.1% | +8.1% |
| YTD | +21.0% | +45.6% | -24.5% | +12.1% |
| 1Y | +34.0% | +12.7% | +21.3% | +29.4% |
| 3Y | +95.3% | -24.4% | +119.7% | +97.3% |
| All | +41.2% | -27.0% | +68.2% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling