+73.4%
DAL vs TENB
+23.5%
+49.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.4% | -0.8% | -4.3% |
| 7D | +1.4% | -7.0% | +8.4% | +3.0% |
| 30D | +9.1% | -0.6% | +9.7% | +8.8% |
| 3M | -3.5% | +10.9% | -14.4% | -7.2% |
| 6M | +23.4% | +95.4% | -72.0% | +1.9% |
| YTD | +26.0% | +74.5% | -48.4% | +5.6% |
| 1Y | +44.6% | +49.2% | -4.6% | +26.1% |
| 3Y | +162.7% | +9.7% | +153.0% | +144.6% |
| 5Y | +113.0% | -24.6% | +137.6% | +105.4% |
| All | +73.4% | +23.5% | +49.9% | +23.1% |
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