+527.5%
APP vs TENB
+0.6%
+526.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.3% |
| 7D | +4.6% | -3.3% | +7.8% | +6.3% |
| 30D | +56.0% | +6.9% | +49.1% | +47.0% |
| 3M | +30.8% | +1.8% | +29.0% | +22.6% |
| 6M | -9.8% | +98.1% | -107.9% | -45.1% |
| YTD | -39.3% | +73.2% | -112.5% | -60.4% |
| 1Y | -26.4% | +50.7% | -77.1% | -48.0% |
| 3Y | +887.9% | +9.3% | +878.6% | +725.4% |
| 5Y | +264.1% | -25.1% | +289.2% | +267.3% |
| All | +527.5% | +0.6% | +526.8% | +466.6% |
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 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