+46.0%
DGX vs TENB
+64.9%
-18.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.5% |
| 7D | +4.1% | -2.8% | +6.9% | +4.2% |
| 30D | +10.5% | +22.9% | -12.4% | +10.0% |
| 3M | +9.8% | +31.7% | -21.9% | +9.0% |
| 6M | +34.6% | +127.3% | -92.7% | +31.4% |
| YTD | +49.8% | +101.2% | -51.4% | +48.2% |
| 1Y | +46.0% | +68.7% | -22.7% | +50.9% |
| All | +46.0% | +64.9% | -18.9% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling