+38.4%
DG vs TENB
-3.6%
+42.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -0.8% |
| 7D | -6.3% | -7.1% | +0.8% | -5.6% |
| 30D | +2.4% | -15.4% | +17.8% | +3.9% |
| 3M | +12.4% | +19.5% | -7.1% | +9.6% |
| 6M | -14.9% | +54.8% | -69.7% | -19.6% |
| YTD | -6.1% | +36.1% | -42.2% | -10.3% |
| 1Y | +17.9% | +7.0% | +10.9% | +15.2% |
| 3Y | +3.1% | -27.6% | +30.7% | +3.7% |
| 5Y | -38.7% | -30.5% | -8.2% | -39.9% |
| All | +38.4% | -3.6% | +42.1% | +16.4% |
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