+43.2%
DD vs TENB
-26.8%
+70.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -3.8% | -1.7% | -2.1% | -3.6% |
| 30D | -9.2% | -8.3% | -1.0% | -8.5% |
| 3M | -9.0% | +26.2% | -35.1% | -12.7% |
| 6M | -5.0% | +60.2% | -65.1% | -12.3% |
| YTD | +7.4% | +43.1% | -35.7% | +1.0% |
| 1Y | +35.1% | +9.4% | +25.8% | +35.4% |
| All | +43.2% | -26.8% | +70.0% | +50.0% |
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 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