-26.7%
DT vs TENB
-32.3%
+5.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +4.1% |
| 7D | -2.5% | -7.1% | +4.6% | +1.0% |
| 30D | +3.5% | -15.4% | +18.9% | +11.7% |
| 3M | +26.7% | +19.5% | +7.2% | +11.8% |
| 6M | +36.1% | +54.8% | -18.7% | +3.9% |
| YTD | +18.6% | +36.1% | -17.5% | -3.6% |
| 1Y | +7.9% | +7.0% | +0.9% | -1.0% |
| 3Y | +8.6% | -27.6% | +36.1% | +16.1% |
| 5Y | -26.7% | -30.5% | +3.8% | -20.8% |
| All | -26.7% | -32.3% | +5.6% | -20.8% |
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