-6.0%
ADP vs TENB
+4.2%
-10.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.8% |
| 7D | -5.7% | -7.1% | +1.4% | -4.3% |
| 30D | -1.4% | -15.4% | +14.0% | +1.8% |
| 3M | +16.6% | +19.5% | -3.0% | +8.1% |
| 6M | +24.9% | +54.8% | -29.9% | +5.3% |
| YTD | +5.6% | +36.1% | -30.5% | -7.3% |
| 1Y | -6.0% | +7.0% | -13.0% | -9.0% |
| All | -6.0% | +4.2% | -10.2% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling