+37.3%
D vs TENB
+26.2%
+11.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.4% |
| 7D | +2.4% | -10.8% | +13.2% | +3.1% |
| 30D | +10.9% | +0.9% | +10.0% | +10.7% |
| 3M | +2.8% | +14.3% | -11.5% | +1.4% |
| 6M | +12.7% | +92.2% | -79.5% | +6.5% |
| YTD | +20.3% | +78.3% | -58.0% | +13.9% |
| 1Y | +17.1% | +49.5% | -32.4% | +12.4% |
| 3Y | +75.1% | +12.2% | +63.0% | +70.4% |
| 5Y | +13.1% | -22.4% | +35.5% | +10.7% |
| All | +37.3% | +26.2% | +11.1% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling