+58.5%
DD vs TENB
-32.3%
+90.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.2% |
| 7D | -2.9% | -7.1% | +4.2% | -1.9% |
| 30D | -11.5% | -15.4% | +3.9% | -9.6% |
| 3M | -5.4% | +19.5% | -24.9% | -9.1% |
| 6M | -6.9% | +54.8% | -61.7% | -14.9% |
| YTD | +6.9% | +36.1% | -29.2% | -0.5% |
| 1Y | +35.6% | +7.0% | +28.7% | +32.1% |
| 3Y | +42.5% | -27.6% | +70.1% | +46.2% |
| 5Y | +58.5% | -30.5% | +88.9% | +57.3% |
| All | +58.5% | -32.3% | +90.8% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling