+451.8%
GE vs TENB
+22.6%
+429.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.7% | -3.3% | +5.9% | +3.2% |
| 30D | +8.1% | +6.9% | +1.1% | +6.4% |
| 3M | -7.9% | +1.8% | -9.7% | -9.4% |
| 6M | +12.9% | +98.1% | -85.2% | -3.9% |
| YTD | +8.2% | +73.2% | -65.1% | -6.6% |
| 1Y | +9.7% | +50.7% | -41.0% | -2.5% |
| 3Y | +266.1% | +9.3% | +256.8% | +243.9% |
| 5Y | +407.4% | -25.1% | +432.5% | +391.2% |
| All | +451.8% | +22.6% | +429.2% | +275.5% |
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