+146.5%
BAC vs TENB
+3.0%
+143.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.1% | -9.1% | +10.2% | +2.7% |
| 30D | -0.4% | -4.9% | +4.5% | 0.0% |
| 3M | +16.9% | +16.9% | 0.0% | +12.1% |
| 6M | +26.6% | +68.0% | -41.4% | +12.4% |
| YTD | +15.8% | +45.6% | -29.8% | +5.1% |
| 1Y | +27.2% | +12.7% | +14.4% | +21.2% |
| 3Y | +132.4% | -24.4% | +156.8% | +134.7% |
| 5Y | +72.6% | -26.7% | +99.3% | +66.6% |
| All | +146.5% | +3.0% | +143.4% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling