-1.5%
BAC vs TENB
+64.9%
-66.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | +1.5% | -2.8% | +4.4% | +1.6% |
| 30D | -4.4% | +22.9% | -27.3% | -4.8% |
| 3M | -17.5% | +31.7% | -49.2% | -17.6% |
| 6M | -0.1% | +127.3% | -127.3% | -4.5% |
| YTD | -4.6% | +101.2% | -105.8% | -9.8% |
| 1Y | -1.5% | +68.7% | -70.2% | -2.3% |
| All | -1.5% | +64.9% | -66.5% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling