+113.3%
GLD vs TENB
-24.7%
+138.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -2.7% |
| 7D | +2.8% | -10.8% | +13.6% | +2.9% |
| 30D | -4.0% | +0.9% | -4.8% | -4.0% |
| 3M | -8.2% | +14.3% | -22.6% | -8.3% |
| 6M | -14.8% | +92.2% | -107.1% | -15.1% |
| YTD | -6.8% | +78.3% | -85.1% | -6.8% |
| 1Y | -2.4% | +49.5% | -51.9% | -1.9% |
| 3Y | +105.8% | +12.2% | +93.6% | +108.3% |
| 5Y | +113.3% | -22.4% | +135.7% | +114.7% |
| All | +113.3% | -24.7% | +138.0% | +114.7% |
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