-99.9%
BIYA vs TENB
+14.1%
-114.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +9.0% | -3.3% | +12.3% | +9.4% |
| 30D | -12.9% | +6.9% | -19.9% | -13.7% |
| 3M | -54.7% | +1.8% | -56.5% | -54.7% |
| 6M | -85.1% | +98.1% | -183.1% | -86.2% |
| YTD | -96.9% | +73.2% | -170.1% | -97.0% |
| 1Y | -98.5% | +50.7% | -149.2% | -98.5% |
| All | -99.9% | +14.1% | -114.0% | -99.9% |
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