-37.1%
DOW vs TENB
-35.4%
-1.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -1.4% |
| 7D | -1.4% | -12.1% | +10.7% | +0.1% |
| 30D | -3.9% | -18.6% | +14.7% | -1.9% |
| 3M | -12.7% | +12.1% | -24.7% | -15.5% |
| 6M | -13.7% | +46.8% | -60.5% | -20.5% |
| YTD | +28.4% | +28.0% | +0.4% | +20.5% |
| 1Y | +21.8% | -1.4% | +23.2% | +19.6% |
| 3Y | -35.7% | -33.9% | -1.8% | -34.1% |
| All | -37.1% | -35.4% | -1.7% | -37.3% |
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