+62.8%
BBY vs TENB
-9.4%
+72.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.1% | +4.5% |
| 7D | +0.6% | -12.1% | +12.7% | +3.6% |
| 30D | +9.4% | -18.6% | +28.0% | +13.9% |
| 3M | +19.3% | +12.1% | +7.3% | +13.2% |
| 6M | +47.9% | +46.8% | +1.1% | +29.7% |
| YTD | +39.6% | +28.0% | +11.6% | +25.9% |
| 1Y | +22.2% | -1.4% | +23.6% | +17.9% |
| 3Y | +45.0% | -33.9% | +78.9% | +51.1% |
| 5Y | +2.6% | -34.6% | +37.2% | +1.4% |
| All | +62.8% | -9.4% | +72.2% | +23.0% |
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 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