+157.5%
DGX vs TENB
+1.3%
+156.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.2% | -1.7% | -0.6% | -2.0% |
| 30D | -0.9% | -8.3% | +7.3% | -0.2% |
| 3M | +15.6% | +26.2% | -10.6% | +11.7% |
| 6M | +17.8% | +60.2% | -42.4% | +10.0% |
| YTD | +37.5% | +43.1% | -5.6% | +29.7% |
| 1Y | +31.2% | +9.4% | +21.8% | +27.8% |
| 3Y | +96.6% | -23.9% | +120.5% | +97.3% |
| 5Y | +64.9% | -28.2% | +93.2% | +60.4% |
| All | +157.5% | +1.3% | +156.2% | +108.4% |
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 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