-66.4%
BAX vs TENB
-26.7%
-39.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.1% | -3.6% |
| 7D | -2.4% | -5.0% | +2.6% | -2.0% |
| 30D | -9.7% | -7.4% | -2.4% | -9.2% |
| 3M | +29.3% | +22.3% | +7.0% | +26.1% |
| 6M | +40.7% | +60.2% | -19.5% | +33.1% |
| YTD | +30.3% | +43.2% | -13.0% | +24.4% |
| 1Y | +3.4% | +8.2% | -4.8% | +1.6% |
| 3Y | -32.0% | -23.8% | -8.2% | -31.9% |
| All | -66.4% | -26.7% | -39.7% | -67.0% |
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