-25.2%
BB vs TENB
-9.4%
-15.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +4.1% |
| 7D | -0.4% | -12.1% | +11.7% | +4.6% |
| 30D | -12.5% | -18.6% | +6.1% | -5.5% |
| 3M | -17.4% | +12.1% | -29.5% | -22.3% |
| 6M | +119.1% | +46.8% | +72.3% | +83.2% |
| YTD | +102.4% | +28.0% | +74.4% | +77.1% |
| 1Y | +98.2% | -1.4% | +99.6% | +92.4% |
| 3Y | +46.9% | -33.9% | +80.9% | +64.1% |
| 5Y | -26.4% | -34.6% | +8.2% | -19.4% |
| All | -25.2% | -9.4% | -15.8% | -39.3% |
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