-31.9%
DIS vs TENB
-24.8%
-7.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.4% |
| 7D | +5.2% | -17.0% | +22.2% | +8.6% |
| 30D | +11.5% | +8.2% | +3.3% | +9.3% |
| 3M | +11.5% | +16.5% | -4.9% | +6.8% |
| 6M | +8.9% | +99.1% | -90.2% | -8.9% |
| YTD | +3.4% | +79.0% | -75.6% | -12.2% |
| 1Y | +7.2% | +53.9% | -46.7% | -5.6% |
| 3Y | +43.3% | +13.8% | +29.5% | +32.6% |
| All | -31.9% | -24.8% | -7.2% | -33.3% |
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