+107.7%
COST vs TENB
-35.4%
+143.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +1.0% |
| 7D | -1.2% | -12.1% | +10.9% | +0.4% |
| 30D | -4.7% | -18.6% | +13.9% | -2.5% |
| 3M | -7.1% | +12.1% | -19.2% | -9.8% |
| 6M | -8.5% | +46.8% | -55.3% | -15.4% |
| YTD | +5.4% | +28.0% | -22.6% | -0.8% |
| 1Y | -5.6% | -1.4% | -4.2% | -7.1% |
| 3Y | +68.5% | -33.9% | +102.4% | +74.7% |
| All | +107.7% | -35.4% | +143.1% | +107.3% |
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