-10.2%
CAPR vs TENB
+29.2%
-39.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +2.3% | +24.2% | +25.7% |
| 7D | +25.8% | -9.3% | +35.1% | +30.4% |
| 30D | +50.2% | +5.3% | +44.9% | +46.4% |
| 3M | +185.5% | +13.5% | +172.0% | +163.1% |
| 6M | -64.8% | +101.5% | -166.3% | -75.8% |
| YTD | -61.1% | +82.4% | -143.6% | -72.9% |
| 1Y | +81.0% | +53.0% | +27.9% | +36.8% |
| 3Y | +300.7% | +14.8% | +286.0% | +232.4% |
| 5Y | +223.3% | -21.2% | +244.5% | +180.8% |
| All | -10.2% | +29.2% | -39.4% | -53.8% |
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 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