-10.1%
BA vs TENB
+12.9%
-23.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.1% |
| 7D | +1.1% | -17.0% | +18.1% | +3.5% |
| 30D | -7.9% | +8.2% | -16.1% | -9.2% |
| 3M | -25.3% | +16.5% | -41.8% | -27.5% |
| 6M | -24.6% | +99.1% | -123.7% | -33.9% |
| YTD | -20.1% | +79.0% | -99.2% | -28.8% |
| 1Y | -11.8% | +53.9% | -65.6% | -18.0% |
| 3Y | -10.1% | +13.8% | -24.0% | -5.3% |
| All | -10.1% | +12.9% | -23.0% | -5.3% |
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 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