+132.2%
COP vs TENB
-24.3%
+156.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +4.4% | -3.3% | +7.7% | +4.6% |
| 30D | 0.0% | +6.9% | -7.0% | -0.4% |
| 3M | +15.0% | +1.8% | +13.2% | +14.7% |
| 6M | +22.0% | +98.1% | -76.1% | +15.3% |
| YTD | +55.3% | +73.2% | -17.9% | +47.7% |
| 1Y | +64.1% | +50.7% | +13.4% | +57.9% |
| 3Y | +34.1% | +9.3% | +24.7% | +31.6% |
| All | +132.2% | -24.3% | +156.6% | +131.7% |
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