+19.6%
BTDR vs TENB
-35.8%
+55.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.0% | +9.7% | +4.9% |
| 7D | -3.4% | -12.1% | +8.7% | -0.9% |
| 30D | +32.6% | -18.6% | +51.2% | +37.3% |
| 3M | -32.2% | +12.1% | -44.3% | -35.0% |
| 6M | +52.4% | +46.8% | +5.6% | +36.7% |
| YTD | +6.7% | +28.0% | -21.3% | -1.9% |
| 1Y | -15.2% | -1.4% | -13.8% | -17.4% |
| 3Y | +14.9% | -33.9% | +48.8% | +18.0% |
| 5Y | +20.8% | -34.6% | +55.4% | +22.8% |
| All | +19.6% | -35.8% | +55.4% | +21.0% |
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