+45.0%
ADP vs TENB
-26.8%
+71.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -5.7% | -1.7% | -4.0% | -5.4% |
| 30D | -3.1% | -8.3% | +5.2% | -1.9% |
| 3M | +15.6% | +26.2% | -10.6% | +9.6% |
| 6M | +20.8% | +60.2% | -39.4% | +8.9% |
| YTD | +4.7% | +43.1% | -38.3% | -4.1% |
| 1Y | -8.3% | +9.4% | -17.6% | -12.3% |
| 3Y | +13.6% | -23.9% | +37.4% | +12.7% |
| 5Y | +45.0% | -28.2% | +73.3% | +39.6% |
| All | +45.0% | -26.8% | +71.8% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling