-8.7%
COMP vs TENB
-24.3%
+15.7%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | 0.0% | -3.3% | +3.3% | +2.1% |
| 30D | +16.6% | +6.9% | +9.6% | +10.6% |
| 3M | -23.5% | +1.8% | -25.3% | -28.1% |
| 6M | +25.7% | +98.1% | -72.3% | -28.5% |
| YTD | -3.4% | +73.2% | -76.6% | -41.2% |
| 1Y | +7.6% | +50.7% | -43.1% | -27.5% |
| 3Y | +423.6% | +9.3% | +414.3% | +327.8% |
| All | -8.7% | -24.3% | +15.7% | -6.5% |
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