+55.8%
DOCS vs TENB
+18.3%
+37.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.7% | +2.4% | -2.1% |
| 7D | -1.3% | -14.7% | +13.4% | +3.9% |
| 30D | +19.4% | +11.9% | +7.5% | +14.0% |
| 3M | +53.4% | +22.7% | +30.7% | +40.2% |
| 6M | +28.8% | +110.1% | -81.3% | -8.5% |
| YTD | -25.1% | +87.7% | -112.7% | -44.7% |
| 1Y | -48.1% | +59.7% | -107.8% | -58.6% |
| All | +55.8% | +18.3% | +37.5% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling