+95.7%
AR vs TENB
-21.4%
+117.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +1.2% |
| 7D | +2.1% | -9.3% | +11.4% | +3.7% |
| 30D | +4.5% | +5.3% | -0.8% | +3.3% |
| 3M | +1.0% | +13.5% | -12.4% | -2.1% |
| 6M | +4.4% | +101.5% | -97.0% | -10.6% |
| YTD | +10.9% | +82.4% | -71.6% | -4.0% |
| 1Y | +8.6% | +53.0% | -44.5% | -2.4% |
| 3Y | +48.5% | +14.8% | +33.7% | +40.2% |
| 5Y | +95.7% | -21.2% | +116.9% | +96.8% |
| All | +95.7% | -21.4% | +117.1% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling