+130.8%
ADP vs TENB
-9.4%
+140.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +2.2% |
| 7D | -2.8% | -12.1% | +9.3% | -0.4% |
| 30D | +0.2% | -18.6% | +18.9% | +3.9% |
| 3M | +20.5% | +12.1% | +8.4% | +16.1% |
| 6M | +28.8% | +46.8% | -18.0% | +16.7% |
| YTD | +6.6% | +28.0% | -21.3% | -1.1% |
| 1Y | -6.9% | -1.4% | -5.5% | -9.2% |
| 3Y | +16.1% | -33.9% | +50.1% | +19.6% |
| 5Y | +49.3% | -34.6% | +84.0% | +46.8% |
| All | +130.8% | -9.4% | +140.2% | +81.2% |
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 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