-99.9%
DFNS vs TENB
+7.8%
-107.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.5% |
| 7D | -16.0% | -9.1% | -6.9% | -16.6% |
| 30D | -77.7% | -4.9% | -72.8% | -77.8% |
| 3M | -77.2% | +16.9% | -94.1% | -76.7% |
| 6M | -95.2% | +68.0% | -163.2% | -94.9% |
| YTD | -98.0% | +45.6% | -143.5% | -97.9% |
| 1Y | -98.3% | +12.7% | -111.0% | -98.3% |
| 3Y | -99.9% | -24.4% | -75.5% | -99.9% |
| 5Y | -99.9% | -26.7% | -73.1% | -99.9% |
| All | -99.9% | +7.8% | -107.6% | -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 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