+143.4%
DIA vs TENB
+3.0%
+140.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.2% | -9.1% | +8.9% | +1.3% |
| 30D | -1.5% | -4.9% | +3.3% | -1.1% |
| 3M | +3.8% | +16.9% | -13.2% | -0.1% |
| 6M | +10.3% | +68.0% | -57.7% | -1.1% |
| YTD | +12.1% | +45.6% | -33.5% | +2.7% |
| 1Y | +18.6% | +12.7% | +5.9% | +13.6% |
| 3Y | +60.6% | -24.4% | +85.0% | +62.2% |
| 5Y | +64.4% | -26.7% | +91.1% | +59.4% |
| All | +143.4% | +3.0% | +140.4% | +88.2% |
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