-2.1%
BROS vs TENB
-12.2%
+10.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.7% |
| 7D | +6.3% | -3.3% | +9.6% | +7.5% |
| 30D | -8.3% | +6.9% | -15.3% | -10.2% |
| 3M | -29.8% | +1.8% | -31.6% | -31.4% |
| 6M | -25.8% | +98.1% | -123.9% | -45.7% |
| YTD | -41.4% | +73.2% | -114.6% | -55.5% |
| 1Y | -35.2% | +50.7% | -85.8% | -47.8% |
| 3Y | +32.8% | +9.3% | +23.4% | +18.5% |
| 5Y | -42.2% | -25.1% | -17.0% | -45.7% |
| All | -2.1% | -12.2% | +10.1% | -1.0% |
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