+62.5%
BR vs TENB
-9.4%
+71.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +0.8% |
| 7D | -3.0% | -12.1% | +9.1% | -0.8% |
| 30D | -0.3% | -18.6% | +18.3% | +3.0% |
| 3M | +17.3% | +12.1% | +5.2% | +13.3% |
| 6M | -6.7% | +46.8% | -53.5% | -14.8% |
| YTD | -23.4% | +28.0% | -51.4% | -28.7% |
| 1Y | -32.7% | -1.4% | -31.3% | -34.2% |
| 3Y | -5.9% | -33.9% | +28.0% | -3.0% |
| 5Y | +8.4% | -34.6% | +43.1% | +7.4% |
| All | +62.5% | -9.4% | +71.9% | +34.1% |
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