+762.9%
AMAT vs TENB
+26.2%
+736.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.5% | +1.8% |
| 7D | -2.5% | -10.8% | +8.3% | +1.3% |
| 30D | -26.5% | +0.9% | -27.4% | -26.9% |
| 3M | -28.6% | +14.3% | -42.9% | -33.2% |
| 6M | -14.2% | +92.2% | -106.5% | -34.7% |
| YTD | +45.5% | +78.3% | -32.8% | +11.2% |
| 1Y | +59.3% | +49.5% | +9.8% | +30.1% |
| 3Y | +153.1% | +12.2% | +140.9% | +125.1% |
| 5Y | +158.2% | -22.4% | +180.5% | +145.3% |
| All | +762.9% | +26.2% | +736.7% | +460.3% |
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