+3.9%
D vs TENB
-26.8%
+30.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.4% | -1.7% | +1.2% | -0.4% |
| 30D | -2.1% | -8.3% | +6.2% | -1.8% |
| 3M | -0.7% | +26.2% | -26.9% | -2.0% |
| 6M | +5.6% | +60.2% | -54.6% | +3.1% |
| YTD | +14.6% | +43.1% | -28.5% | +12.3% |
| 1Y | +15.3% | +9.4% | +6.0% | +14.7% |
| 3Y | +59.1% | -23.9% | +83.0% | +59.8% |
| 5Y | +3.9% | -28.2% | +32.2% | +1.5% |
| All | +3.9% | -26.8% | +30.7% | +1.5% |
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 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