+97.5%
CSCO vs TENB
+9.5%
+88.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.2% |
| 7D | +1.9% | -3.3% | +5.2% | +2.3% |
| 30D | -15.8% | +6.9% | -22.8% | -16.3% |
| 3M | -15.4% | +1.8% | -17.2% | -15.4% |
| 6M | -5.4% | +98.1% | -103.5% | -15.8% |
| YTD | +26.5% | +73.2% | -46.8% | +14.9% |
| 1Y | +25.9% | +50.7% | -24.8% | +18.0% |
| 3Y | +97.5% | +9.3% | +88.2% | +86.6% |
| All | +97.5% | +9.5% | +88.1% | +86.6% |
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 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