+233.4%
GLW vs TENB
-24.7%
+258.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.8% |
| 7D | -11.1% | -10.8% | -0.3% | -9.9% |
| 30D | -28.4% | +0.9% | -29.3% | -28.5% |
| 3M | -28.8% | +14.3% | -43.1% | -30.1% |
| 6M | -39.8% | +92.2% | -132.0% | -45.0% |
| YTD | +28.7% | +78.3% | -49.6% | +18.1% |
| 1Y | +27.7% | +49.5% | -21.8% | +21.0% |
| 3Y | +331.3% | +12.2% | +319.2% | +322.4% |
| 5Y | +233.4% | -22.4% | +255.8% | +235.1% |
| All | +233.4% | -24.7% | +258.1% | +235.1% |
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 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