-49.3%
COMP vs TENB
+14.7%
-64.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.6% | +15.3% | +13.3% |
| 7D | +13.4% | -17.0% | +30.4% | +25.2% |
| 30D | +11.1% | +8.2% | +2.9% | +4.4% |
| 3M | -18.8% | +16.5% | -35.3% | -29.6% |
| 6M | +10.5% | +99.1% | -88.6% | -35.0% |
| YTD | -3.4% | +79.0% | -82.5% | -40.5% |
| 1Y | +19.7% | +53.9% | -34.2% | -18.3% |
| 3Y | +381.6% | +13.8% | +367.8% | +290.0% |
| 5Y | -17.6% | -24.4% | +6.8% | -20.7% |
| All | -49.3% | +14.7% | -64.0% | -53.1% |
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