+43.4%
CAPR vs TENB
-24.7%
+68.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.4% |
| 7D | -9.5% | -5.0% | -4.5% | -9.0% |
| 30D | +121.5% | -7.4% | +128.9% | +120.7% |
| 3M | -65.4% | +22.3% | -87.6% | -68.3% |
| 6M | -67.5% | +60.2% | -127.7% | -73.4% |
| YTD | -68.6% | +43.2% | -111.8% | -73.3% |
| 1Y | +42.7% | +8.2% | +34.5% | +34.7% |
| 3Y | +43.4% | -23.8% | +67.1% | +40.2% |
| All | +43.4% | -24.7% | +68.1% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling