+160.4%
AMAT vs TENB
+10.3%
+150.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -2.8% |
| 7D | +19.3% | -7.0% | +26.4% | +20.8% |
| 30D | -17.9% | -0.6% | -17.4% | -17.6% |
| 3M | -30.4% | +10.9% | -41.4% | -31.5% |
| 6M | -11.4% | +95.4% | -106.8% | -24.6% |
| YTD | +48.8% | +74.5% | -25.7% | +30.6% |
| 1Y | +66.0% | +49.2% | +16.8% | +55.1% |
| All | +160.4% | +10.3% | +150.2% | +173.7% |
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