+139.9%
A vs TENB
+3.0%
+136.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.9% | -9.1% | +7.1% | +0.2% |
| 30D | +6.9% | -4.9% | +11.8% | +7.6% |
| 3M | +9.2% | +16.9% | -7.7% | +3.3% |
| 6M | +25.7% | +68.0% | -42.3% | +7.7% |
| YTD | +11.5% | +45.6% | -34.0% | -1.6% |
| 1Y | +18.4% | +12.7% | +5.6% | +11.2% |
| 3Y | +26.6% | -24.4% | +51.0% | +28.1% |
| 5Y | -12.8% | -26.7% | +13.9% | -15.4% |
| All | +139.9% | +3.0% | +136.8% | +84.3% |
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