-99.8%
BIYA vs TENB
-5.6%
-94.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +2.7% | -5.0% | +7.7% | +3.7% |
| 30D | -18.7% | -7.4% | -11.3% | -17.9% |
| 3M | -72.0% | +22.3% | -94.3% | -72.6% |
| 6M | -86.4% | +60.2% | -146.6% | -86.8% |
| YTD | -94.2% | +43.2% | -137.4% | -94.2% |
| 1Y | -98.4% | +8.2% | -106.6% | -98.2% |
| All | -99.8% | -5.6% | -94.2% | -99.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling