-47.0%
CLF vs TENB
-28.0%
-19.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | +6.5% | -5.0% | +11.5% | +7.8% |
| 30D | +0.2% | -7.4% | +7.6% | +1.5% |
| 3M | -3.1% | +22.3% | -25.4% | -11.3% |
| 6M | +25.0% | +60.2% | -35.1% | +3.9% |
| YTD | -7.5% | +43.2% | -50.7% | -21.4% |
| 1Y | +11.5% | +8.2% | +3.4% | +4.7% |
| 3Y | -13.7% | -23.8% | +10.1% | -10.8% |
| 5Y | -47.0% | -26.9% | -20.1% | -47.5% |
| All | -47.0% | -28.0% | -19.0% | -47.5% |
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