+18.7%
DOC vs TENB
+32.9%
-14.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | +0.7% |
| 7D | +6.2% | -14.7% | +20.9% | +8.4% |
| 30D | +6.5% | +11.9% | -5.4% | +4.5% |
| 3M | -6.2% | +22.7% | -28.9% | -9.8% |
| 6M | +25.6% | +110.1% | -84.5% | +10.0% |
| YTD | +32.1% | +87.7% | -55.6% | +16.8% |
| 1Y | +20.3% | +59.7% | -39.4% | +9.2% |
| 3Y | +42.7% | +19.0% | +23.7% | +34.0% |
| 5Y | -22.2% | -20.7% | -1.4% | -25.2% |
| All | +18.7% | +32.9% | -14.1% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling