-2.9%
ADSK vs TENB
-34.6%
+31.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +2.3% |
| 7D | -2.5% | -12.1% | +9.6% | +1.5% |
| 30D | -14.9% | -18.6% | +3.7% | -9.3% |
| 3M | +3.3% | +12.1% | -8.7% | -3.6% |
| 6M | -15.7% | +46.8% | -62.5% | -30.4% |
| YTD | -28.2% | +28.0% | -56.2% | -37.8% |
| 1Y | -34.5% | -1.4% | -33.1% | -37.5% |
| 3Y | -2.9% | -33.9% | +31.0% | +5.7% |
| All | -2.9% | -34.6% | +31.7% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling