+499.4%
GLW vs TENB
-3.6%
+503.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -2.2% |
| 7D | +11.7% | -7.1% | +18.9% | +13.3% |
| 30D | +2.7% | -15.4% | +18.0% | +5.3% |
| 3M | -2.8% | +19.5% | -22.3% | -7.4% |
| 6M | +20.2% | +54.8% | -34.7% | +7.6% |
| YTD | +87.3% | +36.1% | +51.2% | +70.9% |
| 1Y | +119.6% | +7.0% | +112.6% | +111.3% |
| 3Y | +453.7% | -27.6% | +481.2% | +467.3% |
| 5Y | +376.1% | -30.5% | +406.5% | +363.9% |
| All | +499.4% | -3.6% | +503.0% | +347.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling