-25.2%
GIS vs TENB
-32.3%
+7.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.8% | -3.1% |
| 7D | -8.4% | -7.1% | -1.3% | -8.5% |
| 30D | -5.2% | -15.4% | +10.2% | -5.4% |
| 3M | +8.2% | +19.5% | -11.3% | +8.6% |
| 6M | -12.0% | +54.8% | -66.8% | -11.1% |
| YTD | -18.9% | +36.1% | -55.0% | -18.1% |
| 1Y | -23.6% | +7.0% | -30.6% | -23.2% |
| 3Y | -37.6% | -27.6% | -10.0% | -37.7% |
| 5Y | -25.2% | -30.5% | +5.3% | -25.5% |
| All | -25.2% | -32.3% | +7.1% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling