+90.0%
DINO vs TENB
+1.4%
+88.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.0% |
| 7D | +4.2% | -5.0% | +9.2% | +5.0% |
| 30D | +33.9% | -7.4% | +41.2% | +35.1% |
| 3M | +50.5% | +22.3% | +28.3% | +43.3% |
| 6M | +95.2% | +60.2% | +35.0% | +75.8% |
| YTD | +140.6% | +43.2% | +97.3% | +120.0% |
| 1Y | +119.0% | +8.2% | +110.8% | +110.5% |
| 3Y | +100.4% | -23.8% | +124.2% | +102.2% |
| 5Y | +324.6% | -26.9% | +351.5% | +307.3% |
| All | +90.0% | +1.4% | +88.7% | +40.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling