+210.8%
CSCO vs TENB
-3.6%
+214.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.0% |
| 7D | -1.1% | -7.1% | +6.1% | +0.2% |
| 30D | -10.8% | -15.4% | +4.6% | -8.7% |
| 3M | -9.2% | +19.5% | -28.7% | -13.5% |
| 6M | +39.5% | +54.8% | -15.3% | +25.7% |
| YTD | +41.5% | +36.1% | +5.4% | +30.0% |
| 1Y | +61.0% | +7.0% | +54.0% | +54.8% |
| 3Y | +105.2% | -27.6% | +132.8% | +108.6% |
| 5Y | +113.4% | -30.5% | +143.9% | +107.1% |
| All | +210.8% | -3.6% | +214.4% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling