+87.8%
DT vs TENB
+62.4%
+25.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +3.1% | -3.3% | +6.4% | +4.7% |
| 30D | -29.5% | +6.9% | -36.5% | -32.5% |
| 3M | -11.7% | +1.8% | -13.5% | -15.0% |
| 6M | +29.0% | +98.1% | -69.1% | -15.1% |
| YTD | +3.4% | +73.2% | -69.9% | -27.6% |
| 1Y | -4.2% | +50.7% | -54.9% | -27.9% |
| 3Y | -12.8% | +9.3% | -22.2% | -25.0% |
| 5Y | -39.6% | -25.1% | -14.5% | -40.5% |
| All | +87.8% | +62.4% | +25.5% | -0.1% |
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