+95.6%
AVAV vs TENB
-3.6%
+99.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.9% | +9.3% | +5.8% |
| 7D | -0.1% | -7.1% | +7.0% | +1.9% |
| 30D | -25.0% | -15.4% | -9.6% | -21.7% |
| 3M | -15.0% | +19.5% | -34.5% | -20.4% |
| 6M | -33.6% | +54.8% | -88.4% | -42.6% |
| YTD | -39.2% | +36.1% | -75.3% | -46.0% |
| 1Y | -40.5% | +7.0% | -47.5% | -43.4% |
| 3Y | +29.6% | -27.6% | +57.2% | +32.8% |
| 5Y | +56.7% | -30.5% | +87.2% | +54.4% |
| All | +95.6% | -3.6% | +99.2% | +54.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling