+1,877.9%
AVGO vs TENB
+3.0%
+1,874.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -3.0% | -9.1% | +6.1% | -0.4% |
| 30D | -14.4% | -4.9% | -9.6% | -13.6% |
| 3M | -14.4% | +16.9% | -31.4% | -19.9% |
| 6M | +13.1% | +68.0% | -54.8% | -6.2% |
| YTD | +3.8% | +45.6% | -41.8% | -10.7% |
| 1Y | +17.8% | +12.7% | +5.0% | +9.4% |
| 3Y | +325.3% | -24.4% | +349.7% | +335.5% |
| 5Y | +689.9% | -26.7% | +716.7% | +663.0% |
| All | +1,877.9% | +3.0% | +1,874.9% | +1,325.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling