+20.8%
COP vs TENB
-24.7%
+45.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -0.8% | -5.0% | +4.1% | -0.7% |
| 30D | +15.6% | -7.4% | +23.0% | +15.7% |
| 3M | +14.3% | +22.3% | -7.9% | +12.0% |
| 6M | +17.0% | +60.2% | -43.2% | +11.9% |
| YTD | +47.4% | +43.2% | +4.2% | +42.0% |
| 1Y | +52.4% | +8.2% | +44.3% | +51.2% |
| 3Y | +20.8% | -23.8% | +44.6% | +20.4% |
| All | +20.8% | -24.7% | +45.5% | +20.4% |
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