-99.8%
BIYA vs TENB
-4.1%
-95.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +1.3% | -9.1% | +10.4% | +3.1% |
| 30D | -21.0% | -4.9% | -16.1% | -20.6% |
| 3M | -74.3% | +16.9% | -91.3% | -74.7% |
| 6M | -84.6% | +68.0% | -152.6% | -85.2% |
| YTD | -94.2% | +45.6% | -139.7% | -94.2% |
| 1Y | -98.2% | +12.7% | -111.0% | -98.0% |
| All | -99.8% | -4.1% | -95.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling