+138.9%
GLD vs TENB
-28.0%
+167.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | +0.7% | -5.0% | +5.7% | +0.8% |
| 30D | +0.3% | -7.4% | +7.7% | +0.4% |
| 3M | +0.6% | +22.3% | -21.7% | +0.4% |
| 6M | -15.6% | +60.2% | -75.8% | -15.7% |
| YTD | +0.9% | +43.2% | -42.4% | +0.9% |
| 1Y | +19.4% | +8.2% | +11.2% | +20.4% |
| 3Y | +124.5% | -23.8% | +148.3% | +128.2% |
| 5Y | +138.9% | -26.9% | +165.8% | +141.0% |
| All | +138.9% | -28.0% | +167.0% | +141.0% |
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