-32.1%
BAX vs TENB
-26.8%
-5.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.1% | -3.6% |
| 7D | -2.4% | -5.0% | +2.6% | -1.9% |
| 30D | -9.7% | -7.4% | -2.4% | -9.1% |
| 3M | +29.3% | +22.3% | +7.0% | +25.4% |
| 6M | +40.7% | +60.2% | -19.5% | +31.5% |
| YTD | +30.3% | +43.2% | -13.0% | +23.6% |
| 1Y | +3.4% | +8.2% | -4.8% | +2.3% |
| All | -32.1% | -26.8% | -5.3% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling