-20.2%
DOW vs TENB
+9.5%
-29.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +5.2% | -3.3% | +8.5% | +5.6% |
| 30D | +13.2% | +6.9% | +6.3% | +12.2% |
| 3M | +10.1% | +1.8% | +8.3% | +9.3% |
| 6M | -13.1% | +98.1% | -111.1% | -24.8% |
| YTD | +46.1% | +73.2% | -27.1% | +30.0% |
| 1Y | +50.0% | +50.7% | -0.7% | +39.9% |
| 3Y | -20.2% | +9.3% | -29.6% | -19.9% |
| All | -20.2% | +9.5% | -29.7% | -19.9% |
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