+139.8%
CBOE vs TENB
-35.4%
+175.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.8% | -2.0% |
| 7D | -5.8% | -12.1% | +6.3% | -5.3% |
| 30D | -3.1% | -18.6% | +15.5% | -2.5% |
| 3M | -4.8% | +12.1% | -16.8% | -5.8% |
| 6M | -0.6% | +46.8% | -47.4% | -4.0% |
| YTD | +12.8% | +28.0% | -15.2% | +9.7% |
| 1Y | +19.8% | -1.4% | +21.2% | +18.7% |
| 3Y | +86.9% | -33.9% | +120.9% | +89.3% |
| All | +139.8% | -35.4% | +175.3% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling