+320.2%
GLW vs TENB
+22.6%
+297.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | +7.7% | -3.3% | +11.0% | +8.5% |
| 30D | -18.8% | +6.9% | -25.8% | -19.8% |
| 3M | -27.7% | +1.8% | -29.6% | -28.7% |
| 6M | -44.4% | +98.1% | -142.5% | -52.4% |
| YTD | +31.3% | +73.2% | -41.9% | +13.7% |
| 1Y | +40.0% | +50.7% | -10.6% | +25.2% |
| 3Y | +339.2% | +9.3% | +329.9% | +313.2% |
| 5Y | +229.2% | -25.1% | +254.3% | +219.0% |
| All | +320.2% | +22.6% | +297.6% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling