+67.0%
USB vs TENB
+3.0%
+64.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +1.4% | -9.1% | +10.5% | +2.9% |
| 30D | -1.3% | -4.9% | +3.6% | -0.9% |
| 3M | +15.2% | +16.9% | -1.7% | +10.9% |
| 6M | +18.8% | +68.0% | -49.1% | +6.4% |
| YTD | +21.0% | +45.6% | -24.5% | +10.7% |
| 1Y | +34.0% | +12.7% | +21.3% | +28.3% |
| 3Y | +95.3% | -24.4% | +119.7% | +97.3% |
| 5Y | +40.4% | -26.7% | +67.1% | +36.2% |
| All | +67.0% | +3.0% | +64.0% | +26.2% |
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