+153.0%
DASH vs TENB
-24.1%
+177.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.5% |
| 7D | -10.6% | -9.1% | -1.5% | -8.5% |
| 30D | +2.2% | -4.9% | +7.0% | +2.9% |
| 3M | +32.3% | +16.9% | +15.3% | +23.8% |
| 6M | +19.1% | +68.0% | -48.9% | -1.6% |
| YTD | -6.5% | +45.6% | -52.1% | -19.9% |
| 1Y | -14.9% | +12.7% | -27.6% | -21.8% |
| All | +153.0% | -24.1% | +177.1% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling