+213.7%
CBOE vs TENB
+1.4%
+212.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | -4.6% | -5.0% | +0.3% | -4.2% |
| 30D | +2.6% | -7.4% | +10.0% | +3.1% |
| 3M | +4.9% | +22.3% | -17.3% | +2.0% |
| 6M | -2.2% | +60.2% | -62.3% | -8.4% |
| YTD | +17.7% | +43.2% | -25.5% | +11.3% |
| 1Y | +26.1% | +8.2% | +17.9% | +23.0% |
| 3Y | +97.1% | -23.8% | +120.9% | +97.3% |
| 5Y | +149.2% | -26.9% | +176.1% | +141.9% |
| All | +213.7% | +1.4% | +212.3% | +149.6% |
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 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