-29.0%
CAPR vs TENB
+26.2%
-55.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.9% | -6.0% | -8.6% |
| 7D | +7.6% | -10.8% | +18.4% | +12.0% |
| 30D | +13.3% | +0.9% | +12.4% | +11.9% |
| 3M | +130.4% | +14.3% | +116.1% | +111.1% |
| 6M | -70.8% | +92.2% | -163.0% | -79.6% |
| YTD | -69.3% | +78.3% | -147.6% | -78.5% |
| 1Y | +59.5% | +49.5% | +10.0% | +21.3% |
| 3Y | +216.8% | +12.2% | +204.6% | +164.4% |
| 5Y | +152.7% | -22.4% | +175.1% | +119.9% |
| All | -29.0% | +26.2% | -55.3% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling