+48.5%
BB vs TENB
-26.8%
+75.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +1.8% | -1.7% | +3.5% | +2.6% |
| 30D | -12.2% | -8.3% | -4.0% | -9.3% |
| 3M | -12.3% | +26.2% | -38.5% | -22.3% |
| 6M | +122.7% | +60.2% | +62.5% | +76.4% |
| YTD | +104.5% | +43.1% | +61.4% | +69.6% |
| 1Y | +106.7% | +9.4% | +97.3% | +96.9% |
| All | +48.5% | -26.8% | +75.3% | +64.1% |
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 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