+643.2%
GEV vs TENB
-30.2%
+673.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.4% |
| 7D | +8.1% | -5.0% | +13.1% | +8.9% |
| 30D | -1.9% | -7.4% | +5.4% | -1.2% |
| 3M | +4.1% | +22.3% | -18.2% | +0.2% |
| 6M | +23.2% | +60.2% | -37.0% | +12.9% |
| YTD | +48.9% | +43.2% | +5.7% | +39.9% |
| 1Y | +62.2% | +8.2% | +54.0% | +69.2% |
| All | +643.2% | -30.2% | +673.4% | +787.6% |
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