-2.4%
DIS vs TENB
+3.0%
-5.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -2.6% | -9.1% | +6.5% | -0.9% |
| 30D | +3.5% | -4.9% | +8.3% | +4.0% |
| 3M | +6.8% | +16.9% | -10.1% | +1.9% |
| 6M | +3.0% | +68.0% | -65.0% | -9.8% |
| YTD | -6.7% | +45.6% | -52.3% | -16.2% |
| 1Y | -10.1% | +12.7% | -22.8% | -14.8% |
| 3Y | +33.0% | -24.4% | +57.4% | +34.2% |
| 5Y | -40.0% | -26.7% | -13.3% | -41.3% |
| All | -2.4% | +3.0% | -5.4% | -22.0% |
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