-99.9%
DFNS vs TENB
-5.3%
-94.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.5% | -2.9% |
| 7D | -6.3% | -12.1% | +5.7% | -7.1% |
| 30D | -74.0% | -18.6% | -55.3% | -74.3% |
| 3M | -70.1% | +12.1% | -82.2% | -69.4% |
| 6M | -93.9% | +46.8% | -140.7% | -93.6% |
| YTD | -98.1% | +28.0% | -126.1% | -98.0% |
| 1Y | -98.3% | -1.4% | -96.9% | -98.3% |
| 3Y | -99.9% | -33.9% | -65.9% | -99.9% |
| 5Y | -99.9% | -34.6% | -65.2% | -99.9% |
| All | -99.9% | -5.3% | -94.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling