-34.4%
DOW vs TENB
-30.4%
-4.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.3% |
| 7D | -2.4% | -7.1% | +4.8% | -1.6% |
| 30D | -4.1% | -15.4% | +11.3% | -2.6% |
| 3M | -12.4% | +19.5% | -31.9% | -16.5% |
| 6M | -10.6% | +54.8% | -65.4% | -19.7% |
| YTD | +31.1% | +36.1% | -5.0% | +21.0% |
| 1Y | +30.5% | +7.0% | +23.5% | +28.8% |
| All | -34.4% | -30.4% | -4.0% | -32.0% |
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