+32.2%
D vs TENB
+3.0%
+29.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +1.5% | -9.1% | +10.5% | +2.1% |
| 30D | -2.6% | -4.9% | +2.3% | -2.4% |
| 3M | 0.0% | +16.9% | -16.9% | -1.6% |
| 6M | +7.4% | +68.0% | -60.6% | +2.4% |
| YTD | +15.9% | +45.6% | -29.7% | +11.6% |
| 1Y | +18.1% | +12.7% | +5.4% | +16.1% |
| 3Y | +58.4% | -24.4% | +82.8% | +59.1% |
| 5Y | +5.2% | -26.7% | +31.9% | +2.9% |
| All | +32.2% | +3.0% | +29.2% | +12.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling