+159.1%
BB vs TENB
+10.3%
+148.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -1.0% |
| 7D | +9.0% | -7.0% | +16.0% | +12.4% |
| 30D | +7.7% | -0.6% | +8.3% | +7.4% |
| 3M | +4.0% | +10.9% | -7.0% | -2.4% |
| 6M | +46.6% | +95.4% | -48.8% | +2.5% |
| YTD | +140.6% | +74.5% | +66.2% | +76.7% |
| 1Y | +103.1% | +49.2% | +53.9% | +64.2% |
| All | +159.1% | +10.3% | +148.8% | +143.8% |
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