+325.8%
B vs TENB
+29.2%
+296.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -1.7% |
| 7D | -2.7% | -9.3% | +6.6% | -2.1% |
| 30D | -4.3% | +5.3% | -9.6% | -4.8% |
| 3M | -2.3% | +13.5% | -15.7% | -3.6% |
| 6M | -16.2% | +101.5% | -117.7% | -21.2% |
| YTD | -8.8% | +82.4% | -91.3% | -13.8% |
| 1Y | +11.4% | +53.0% | -41.7% | +6.9% |
| 3Y | +174.3% | +14.8% | +159.5% | +168.4% |
| 5Y | +116.2% | -21.2% | +137.3% | +112.8% |
| All | +325.8% | +29.2% | +296.7% | +273.8% |
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 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