-37.4%
DOCS vs TENB
-8.3%
-29.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.8% |
| 7D | +0.1% | -7.0% | +7.1% | +3.1% |
| 30D | +8.7% | -0.6% | +9.3% | +7.7% |
| 3M | +32.9% | +10.9% | +21.9% | +23.2% |
| 6M | +25.5% | +95.4% | -69.9% | -13.7% |
| YTD | -25.0% | +74.5% | -99.5% | -46.7% |
| 1Y | -34.9% | +49.2% | -84.1% | -49.9% |
| 3Y | +39.3% | +9.7% | +29.6% | +21.0% |
| 5Y | -54.8% | -24.6% | -30.2% | -55.9% |
| All | -37.4% | -8.3% | -29.1% | -40.5% |
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