+320.3%
CTAS vs TENB
-9.4%
+329.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.8% |
| 7D | +0.5% | -12.1% | +12.6% | +3.1% |
| 30D | -0.7% | -18.6% | +17.9% | +2.9% |
| 3M | +11.1% | +12.1% | -1.0% | +6.2% |
| 6M | +2.1% | +46.8% | -44.7% | -9.1% |
| YTD | +8.0% | +28.0% | -20.0% | -1.5% |
| 1Y | -0.5% | -1.4% | +0.9% | -3.6% |
| 3Y | +66.2% | -33.9% | +100.2% | +72.1% |
| 5Y | +109.2% | -34.6% | +143.8% | +104.1% |
| All | +320.3% | -9.4% | +329.7% | +214.5% |
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