-10.4%
DOW vs TENB
+4.5%
-14.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | -2.9% | -5.0% | +2.1% | -2.1% |
| 30D | +2.0% | -7.4% | +9.3% | +2.9% |
| 3M | -12.5% | +22.3% | -34.8% | -17.4% |
| 6M | -9.2% | +60.2% | -69.4% | -19.7% |
| YTD | +30.8% | +43.2% | -12.4% | +17.8% |
| 1Y | +29.4% | +8.2% | +21.2% | +23.9% |
| 3Y | -34.6% | -23.8% | -10.8% | -34.0% |
| 5Y | -35.9% | -26.9% | -9.1% | -38.7% |
| All | -10.4% | +4.5% | -14.9% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling