+67.8%
CSX vs TENB
-27.0%
+94.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -3.4% | -9.1% | +5.7% | -2.3% |
| 30D | -3.1% | -4.9% | +1.8% | -2.8% |
| 3M | +7.2% | +16.9% | -9.8% | +4.2% |
| 6M | +16.2% | +68.0% | -51.8% | +6.7% |
| YTD | +37.5% | +45.6% | -8.0% | +28.6% |
| 1Y | +53.2% | +12.7% | +40.5% | +49.4% |
| 3Y | +68.2% | -24.4% | +92.6% | +71.9% |
| All | +67.8% | -27.0% | +94.8% | +64.8% |
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