+528.8%
APP vs TENB
+7.8%
+521.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +3.0% |
| 7D | +79.2% | -8.0% | +87.1% | +84.5% |
| 30D | +48.0% | +5.0% | +43.0% | +40.9% |
| 3M | +18.2% | +20.0% | -1.8% | +1.2% |
| 6M | -12.5% | +100.0% | -112.5% | -46.7% |
| YTD | -39.2% | +85.6% | -124.7% | -61.7% |
| 1Y | -33.9% | +57.8% | -91.7% | -54.1% |
| 3Y | +933.3% | +17.6% | +915.7% | +732.9% |
| 5Y | +295.9% | -21.7% | +317.6% | +290.3% |
| All | +528.8% | +7.8% | +521.0% | +449.0% |
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