+100.6%
BAC vs TENB
+22.6%
+78.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +3.2% | -3.3% | +6.5% | +3.8% |
| 30D | -0.7% | +6.9% | -7.6% | -2.1% |
| 3M | -20.0% | +1.8% | -21.8% | -21.1% |
| 6M | +3.4% | +98.1% | -94.6% | -10.9% |
| YTD | -5.7% | +73.2% | -79.0% | -17.6% |
| 1Y | -1.4% | +50.7% | -52.1% | -11.5% |
| 3Y | +97.9% | +9.3% | +88.6% | +86.7% |
| 5Y | +22.9% | -25.1% | +48.1% | +18.4% |
| All | +100.6% | +22.6% | +78.0% | +40.8% |
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