+62.9%
BP vs TENB
-9.4%
+72.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +0.6% |
| 7D | +5.2% | -12.1% | +17.3% | +6.5% |
| 30D | +8.7% | -18.6% | +27.3% | +10.6% |
| 3M | +9.3% | +12.1% | -2.7% | +6.8% |
| 6M | +13.6% | +46.8% | -33.2% | +7.0% |
| YTD | +37.7% | +28.0% | +9.7% | +31.3% |
| 1Y | +40.6% | -1.4% | +42.0% | +38.4% |
| 3Y | +40.3% | -33.9% | +74.3% | +43.3% |
| 5Y | +141.4% | -34.6% | +176.0% | +137.0% |
| All | +62.9% | -9.4% | +72.3% | +25.9% |
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 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