+105.9%
GILD vs TENB
-34.6%
+140.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -0.5% |
| 7D | -4.8% | -12.1% | +7.3% | -4.4% |
| 30D | +5.8% | -18.6% | +24.4% | +6.4% |
| 3M | +14.9% | +12.1% | +2.9% | +14.0% |
| 6M | -0.4% | +46.8% | -47.2% | -2.7% |
| YTD | +18.5% | +28.0% | -9.4% | +16.7% |
| 1Y | +25.1% | -1.4% | +26.5% | +25.6% |
| 3Y | +105.9% | -33.9% | +139.8% | +110.2% |
| All | +105.9% | -34.6% | +140.5% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling