+146.4%
BAC vs TENB
+1.3%
+145.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +0.6% | -1.7% | +2.3% | +0.9% |
| 30D | -1.4% | -8.3% | +6.9% | -0.3% |
| 3M | +15.7% | +26.2% | -10.4% | +9.4% |
| 6M | +32.2% | +60.2% | -28.0% | +18.4% |
| YTD | +15.8% | +43.1% | -27.3% | +5.4% |
| 1Y | +27.3% | +9.4% | +17.9% | +22.0% |
| 3Y | +137.5% | -23.9% | +161.3% | +139.5% |
| 5Y | +73.1% | -28.2% | +101.3% | +67.7% |
| All | +146.4% | +1.3% | +145.1% | +80.1% |
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