+521.6%
GME vs TENB
-9.4%
+531.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.0% | +9.7% | +5.2% |
| 7D | +10.4% | -12.1% | +22.5% | +13.6% |
| 30D | +14.1% | -18.6% | +32.7% | +19.0% |
| 3M | -4.6% | +12.1% | -16.7% | -9.4% |
| 6M | -13.5% | +46.8% | -60.3% | -24.4% |
| YTD | +5.3% | +28.0% | -22.6% | -5.0% |
| 1Y | -14.9% | -1.4% | -13.5% | -18.0% |
| 3Y | +24.3% | -33.9% | +58.2% | +30.3% |
| 5Y | -55.6% | -34.6% | -20.9% | -53.6% |
| All | +521.6% | -9.4% | +531.0% | +381.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling