+142.7%
AMAT vs TENB
+12.9%
+129.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.8% | +5.0% |
| 7D | -14.7% | -17.0% | +2.3% | -12.0% |
| 30D | -36.1% | +8.2% | -44.3% | -36.7% |
| 3M | -36.9% | +16.5% | -53.3% | -38.5% |
| 6M | -22.2% | +99.1% | -121.3% | -34.0% |
| YTD | +29.9% | +79.0% | -49.1% | +13.5% |
| 1Y | +43.3% | +53.9% | -10.6% | +32.8% |
| 3Y | +142.7% | +13.8% | +128.8% | +154.6% |
| All | +142.7% | +12.9% | +129.8% | +154.6% |
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