+16.0%
BX vs TENB
-32.3%
+48.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.0% | -1.1% |
| 7D | -8.9% | -7.1% | -1.8% | -6.4% |
| 30D | -14.8% | -15.4% | +0.6% | -10.0% |
| 3M | +6.9% | +19.5% | -12.6% | -2.5% |
| 6M | +16.3% | +54.8% | -38.5% | -6.7% |
| YTD | -16.1% | +36.1% | -52.2% | -29.4% |
| 1Y | -26.8% | +7.0% | -33.8% | -31.9% |
| 3Y | +22.4% | -27.6% | +50.0% | +29.6% |
| 5Y | +16.0% | -30.5% | +46.5% | +16.8% |
| All | +16.0% | -32.3% | +48.3% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling