+117.0%
AXP vs TENB
+12.9%
+104.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.4% |
| 7D | +0.6% | -17.0% | +17.6% | +4.0% |
| 30D | +5.8% | +8.2% | -2.4% | +3.7% |
| 3M | -6.0% | +16.5% | -22.5% | -10.0% |
| 6M | +0.3% | +99.1% | -98.8% | -18.6% |
| YTD | -12.3% | +79.0% | -91.3% | -27.1% |
| 1Y | -11.2% | +53.9% | -65.1% | -22.2% |
| 3Y | +117.0% | +13.8% | +103.2% | +115.7% |
| All | +117.0% | +12.9% | +104.2% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling