-99.9%
DFNS vs TENB
-24.7%
-75.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -1.0% |
| 7D | +0.8% | -5.0% | +5.8% | -0.1% |
| 30D | -73.2% | -7.4% | -65.9% | -73.6% |
| 3M | -72.4% | +22.3% | -94.7% | -70.0% |
| 6M | -95.2% | +60.2% | -155.4% | -94.4% |
| YTD | -98.0% | +43.2% | -141.2% | -97.9% |
| 1Y | -98.3% | +8.2% | -106.4% | -98.6% |
| 3Y | -99.9% | -23.8% | -76.1% | -99.9% |
| All | -99.9% | -24.7% | -75.1% | -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 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