+433.9%
BTSG vs TENB
-36.6%
+470.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.6% |
| 7D | -3.3% | -12.1% | +8.8% | -1.0% |
| 30D | -1.6% | -18.6% | +17.0% | +1.7% |
| 3M | -6.9% | +12.1% | -19.0% | -11.1% |
| 6M | +42.1% | +46.8% | -4.7% | +25.1% |
| YTD | +56.8% | +28.0% | +28.9% | +43.5% |
| 1Y | +109.8% | -1.4% | +111.2% | +109.7% |
| All | +433.9% | -36.6% | +470.5% | +499.1% |
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