+81.2%
BAH vs TENB
+1.3%
+79.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.3% | -1.7% | +0.3% | -1.1% |
| 30D | -6.6% | -8.3% | +1.6% | -5.6% |
| 3M | -7.2% | +26.2% | -33.3% | -11.2% |
| 6M | -10.0% | +60.2% | -70.2% | -17.6% |
| YTD | -12.5% | +43.1% | -55.5% | -18.7% |
| 1Y | -27.9% | +9.4% | -37.3% | -30.4% |
| 3Y | -31.4% | -23.9% | -7.5% | -31.5% |
| 5Y | -3.2% | -28.2% | +25.0% | -6.4% |
| All | +81.2% | +1.3% | +79.9% | +48.2% |
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