-38.5%
DG vs TENB
-26.8%
-11.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -4.8% | -1.7% | -3.2% | -4.7% |
| 30D | +1.8% | -8.3% | +10.0% | +2.2% |
| 3M | +14.5% | +26.2% | -11.7% | +12.0% |
| 6M | -13.6% | +60.2% | -73.7% | -17.2% |
| YTD | -4.8% | +43.1% | -47.9% | -8.4% |
| 1Y | +21.6% | +9.4% | +12.2% | +19.1% |
| 3Y | +4.5% | -23.9% | +28.3% | +4.1% |
| 5Y | -38.5% | -28.2% | -10.2% | -38.6% |
| All | -38.5% | -26.8% | -11.7% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling