+782.4%
AMAT vs TENB
+23.5%
+758.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -2.2% |
| 7D | +19.3% | -7.0% | +26.4% | +22.1% |
| 30D | -17.9% | -0.6% | -17.4% | -17.9% |
| 3M | -30.4% | +10.9% | -41.4% | -34.2% |
| 6M | -11.4% | +95.4% | -106.8% | -32.9% |
| YTD | +48.8% | +74.5% | -25.7% | +14.6% |
| 1Y | +66.0% | +49.2% | +16.8% | +35.6% |
| 3Y | +158.8% | +9.7% | +149.1% | +131.9% |
| 5Y | +153.2% | -24.6% | +177.8% | +143.0% |
| All | +782.4% | +23.5% | +758.9% | +477.2% |
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 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