+39.0%
CBOE vs TENB
+64.9%
-26.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +7.7% | -2.8% | +10.6% | +7.6% |
| 30D | +24.4% | +22.9% | +1.5% | +25.2% |
| 3M | +20.0% | +31.7% | -11.7% | +21.0% |
| 6M | +2.4% | +127.3% | -124.9% | +3.2% |
| YTD | +38.5% | +101.2% | -62.6% | +38.5% |
| 1Y | +39.0% | +68.7% | -29.8% | +41.6% |
| All | +39.0% | +64.9% | -26.0% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling