+370.4%
COPX vs TENB
+1.4%
+369.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.4% |
| 7D | +5.8% | -5.0% | +10.7% | +6.9% |
| 30D | +7.2% | -7.4% | +14.6% | +8.3% |
| 3M | +16.5% | +22.3% | -5.8% | +9.7% |
| 6M | +18.4% | +60.2% | -41.7% | +4.0% |
| YTD | +31.9% | +43.2% | -11.3% | +17.8% |
| 1Y | +88.5% | +8.2% | +80.3% | +80.0% |
| 3Y | +173.1% | -23.8% | +196.9% | +177.2% |
| 5Y | +193.1% | -26.9% | +220.0% | +184.4% |
| All | +370.4% | +1.4% | +369.0% | +248.6% |
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