+19.7%
BROS vs TENB
-35.2%
+54.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +3.1% |
| 7D | -5.8% | -12.1% | +6.3% | -1.6% |
| 30D | -14.0% | -18.6% | +4.7% | -8.4% |
| 3M | -32.5% | +12.1% | -44.6% | -37.8% |
| 6M | -14.9% | +46.8% | -61.7% | -31.0% |
| YTD | -28.3% | +28.0% | -56.3% | -39.0% |
| 1Y | -34.0% | -1.4% | -32.6% | -37.3% |
| 3Y | +63.0% | -33.9% | +96.9% | +75.1% |
| All | +19.7% | -35.2% | +54.8% | +35.7% |
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 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