+27.0%
BROS vs TENB
-26.2%
+53.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -6.7% | -9.1% | +2.4% | -3.6% |
| 30D | -29.1% | -4.9% | -24.2% | -28.6% |
| 3M | -16.7% | +16.9% | -33.6% | -24.2% |
| 6M | -11.6% | +68.0% | -79.6% | -31.5% |
| YTD | -23.9% | +45.6% | -69.5% | -38.0% |
| 1Y | -34.8% | +12.7% | -47.5% | -40.9% |
| 3Y | +62.1% | -24.4% | +86.5% | +66.1% |
| All | +27.0% | -26.2% | +53.2% | +37.8% |
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