-12.2%
DASH vs TENB
+46.1%
-58.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -2.4% |
| 7D | -4.1% | -7.0% | +3.0% | -2.9% |
| 30D | -10.6% | -0.6% | -10.0% | -10.9% |
| 3M | -18.8% | +10.9% | -29.7% | -20.8% |
| 6M | +11.2% | +95.4% | -84.2% | -11.9% |
| YTD | -23.8% | +74.5% | -98.3% | -38.0% |
| 1Y | -12.2% | +49.2% | -61.4% | -25.0% |
| All | -12.2% | +46.1% | -58.3% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling