+207.2%
COMP vs TENB
-24.1%
+231.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.4% | -9.1% | +10.4% | +5.2% |
| 30D | -13.3% | -4.9% | -8.5% | -12.3% |
| 3M | +41.1% | +16.9% | +24.2% | +28.4% |
| 6M | +17.2% | +68.0% | -50.8% | -11.5% |
| YTD | +5.2% | +45.6% | -40.4% | -14.9% |
| 1Y | +18.9% | +12.7% | +6.2% | +9.7% |
| All | +207.2% | -24.1% | +231.3% | +241.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling