-24.8%
CAPR vs TENB
+3.0%
-27.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -2.0% | -9.1% | +7.1% | +1.3% |
| 30D | +139.2% | -4.9% | +144.0% | +138.7% |
| 3M | -66.4% | +16.9% | -83.3% | -70.3% |
| 6M | -63.1% | +68.0% | -131.1% | -72.9% |
| YTD | -67.4% | +45.6% | -113.0% | -74.9% |
| 1Y | +58.2% | +12.7% | +45.5% | +36.1% |
| 3Y | +42.2% | -24.4% | +66.6% | +39.5% |
| 5Y | +87.3% | -26.7% | +114.0% | +63.9% |
| All | -24.8% | +3.0% | -27.8% | -57.2% |
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