-1.8%
GAP vs TENB
+3.0%
-4.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -4.5% | -9.1% | +4.6% | -2.1% |
| 30D | +9.0% | -4.9% | +13.9% | +9.8% |
| 3M | +5.0% | +16.9% | -11.9% | -1.5% |
| 6M | -17.8% | +68.0% | -85.8% | -31.9% |
| YTD | -10.4% | +45.6% | -56.0% | -23.1% |
| 1Y | -3.4% | +12.7% | -16.1% | -10.4% |
| 3Y | +111.5% | -24.4% | +135.9% | +114.5% |
| 5Y | +8.8% | -26.7% | +35.5% | +5.9% |
| All | -1.8% | +3.0% | -4.8% | -31.6% |
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