-20.7%
GLXY vs TENB
+16.2%
-36.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.3% | +10.9% | +12.9% |
| 7D | +14.3% | -9.3% | +23.6% | +15.1% |
| 30D | -19.6% | +5.3% | -24.9% | -18.8% |
| 3M | -20.7% | +13.5% | -34.1% | -18.0% |
| All | -20.7% | +16.2% | -36.9% | -18.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling