-3.8%
BAH vs TENB
-28.0%
+24.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -4.3% | -5.0% | +0.7% | -3.7% |
| 30D | -4.5% | -7.4% | +2.9% | -3.7% |
| 3M | -7.6% | +22.3% | -29.9% | -10.7% |
| 6M | -10.6% | +60.2% | -70.8% | -17.1% |
| YTD | -12.6% | +43.2% | -55.8% | -18.1% |
| 1Y | -27.0% | +8.2% | -35.1% | -29.6% |
| 3Y | -31.5% | -23.8% | -7.7% | -32.3% |
| 5Y | -3.8% | -26.9% | +23.0% | -8.1% |
| All | -3.8% | -28.0% | +24.2% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling