+438.2%
GE vs TENB
-3.6%
+441.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.5% |
| 7D | -2.8% | -7.1% | +4.3% | -1.5% |
| 30D | -11.9% | -15.4% | +3.4% | -9.6% |
| 3M | +1.8% | +19.5% | -17.7% | -3.0% |
| 6M | -0.6% | +54.8% | -55.4% | -11.2% |
| YTD | +5.5% | +36.1% | -30.6% | -3.8% |
| 1Y | +15.0% | +7.0% | +8.0% | +10.2% |
| 3Y | +269.5% | -27.6% | +297.1% | +278.2% |
| 5Y | +422.4% | -30.5% | +452.9% | +412.0% |
| All | +438.2% | -3.6% | +441.9% | +286.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling