-24.8%
GIS vs TENB
-0.2%
-24.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | -0.3% |
| 7D | -6.4% | -12.1% | +5.7% | -6.4% |
| 30D | -6.1% | -18.6% | +12.5% | -6.2% |
| 3M | +7.8% | +12.1% | -4.2% | +8.1% |
| 6M | -8.8% | +46.8% | -55.6% | -7.8% |
| YTD | -19.1% | +28.0% | -47.1% | -17.8% |
| 1Y | -24.8% | -1.4% | -23.3% | -23.1% |
| All | -24.8% | -0.2% | -24.5% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling