-57.0%
DOCS vs TENB
-21.7%
-35.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.5% | -0.5% |
| 7D | 0.0% | -8.0% | +8.0% | +3.6% |
| 30D | +7.8% | +5.0% | +2.8% | +4.4% |
| 3M | +20.0% | +20.0% | -0.1% | +7.3% |
| 6M | +26.5% | +100.0% | -73.5% | -14.6% |
| YTD | -25.8% | +85.6% | -111.4% | -49.1% |
| 1Y | -39.5% | +57.8% | -97.3% | -54.9% |
| 3Y | +60.3% | +17.6% | +42.7% | +34.5% |
| 5Y | -57.0% | -21.7% | -35.3% | -55.7% |
| All | -57.0% | -21.7% | -35.4% | -55.7% |
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