-30.9%
CAPR vs TENB
+1.3%
-32.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -12.6% | -1.7% | -11.0% | -12.1% |
| 30D | +124.4% | -8.3% | +132.7% | +127.1% |
| 3M | -66.8% | +26.2% | -92.9% | -71.6% |
| 6M | -71.8% | +60.2% | -132.0% | -78.9% |
| YTD | -70.1% | +43.1% | -113.2% | -76.8% |
| 1Y | +33.3% | +9.4% | +24.0% | +16.0% |
| 3Y | +36.7% | -23.9% | +60.6% | +33.6% |
| 5Y | +72.5% | -28.2% | +100.7% | +52.3% |
| All | -30.9% | +1.3% | -32.2% | -60.4% |
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