+163.6%
ADP vs TENB
+29.2%
+134.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.1% |
| 7D | +0.9% | -9.3% | +10.2% | +2.6% |
| 30D | +11.9% | +5.3% | +6.6% | +10.1% |
| 3M | +13.7% | +13.5% | +0.3% | +9.4% |
| 6M | +46.8% | +101.5% | -54.7% | +24.2% |
| YTD | +21.8% | +82.4% | -60.7% | +4.4% |
| 1Y | +23.5% | +53.0% | -29.5% | +9.5% |
| 3Y | +44.1% | +14.8% | +29.3% | +32.5% |
| 5Y | +49.9% | -21.2% | +71.0% | +41.6% |
| All | +163.6% | +29.2% | +134.5% | +91.2% |
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