+2,118.4%
DELL vs TENB
+1.4%
+2,117.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +25.6% | -5.0% | +30.6% | +27.1% |
| 30D | +17.7% | -7.4% | +25.0% | +19.4% |
| 3M | +33.4% | +22.3% | +11.2% | +25.2% |
| 6M | +266.2% | +60.2% | +206.0% | +219.0% |
| YTD | +328.0% | +43.2% | +284.8% | +281.2% |
| 1Y | +339.6% | +8.2% | +331.4% | +320.5% |
| 3Y | +694.6% | -23.8% | +718.4% | +716.0% |
| 5Y | +1,122.0% | -26.9% | +1,148.9% | +1,096.6% |
| All | +2,118.4% | +1.4% | +2,117.0% | +1,594.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling