+170.5%
GM vs TENB
-34.6%
+205.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | 0.0% |
| 7D | -2.4% | -12.1% | +9.6% | -1.2% |
| 30D | -1.1% | -18.6% | +17.5% | +0.7% |
| 3M | +6.1% | +12.1% | -5.9% | +3.1% |
| 6M | +15.0% | +46.8% | -31.8% | +6.1% |
| YTD | +6.0% | +28.0% | -22.0% | +0.1% |
| 1Y | +47.1% | -1.4% | +48.5% | +47.9% |
| 3Y | +170.5% | -33.9% | +204.4% | +185.1% |
| All | +170.5% | -34.6% | +205.1% | +185.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling