+58.9%
USB vs TENB
+32.9%
+26.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.7% | +4.6% | -1.1% |
| 7D | -1.5% | -14.7% | +13.2% | +0.9% |
| 30D | +4.3% | +11.9% | -7.6% | +2.1% |
| 3M | -6.1% | +22.7% | -28.7% | -10.1% |
| 6M | +9.4% | +110.1% | -100.7% | -5.6% |
| YTD | +15.2% | +87.7% | -72.5% | +0.4% |
| 1Y | +32.8% | +59.7% | -26.9% | +19.2% |
| 3Y | +91.3% | +19.0% | +72.3% | +79.2% |
| 5Y | +22.7% | -20.7% | +43.4% | +17.7% |
| All | +58.9% | +32.9% | +26.1% | +14.5% |
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