+21.9%
BABA vs TENB
+9.5%
+12.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -13.8% | -3.3% | -10.5% | -13.6% |
| 30D | -15.1% | +6.9% | -22.0% | -15.7% |
| 3M | -22.7% | +1.8% | -24.6% | -23.1% |
| 6M | -34.7% | +98.1% | -132.7% | -39.4% |
| YTD | -35.0% | +73.2% | -108.2% | -39.0% |
| 1Y | -40.4% | +50.7% | -91.1% | -42.9% |
| 3Y | +21.9% | +9.3% | +12.6% | +10.8% |
| All | +21.9% | +9.5% | +12.4% | +10.8% |
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 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