-14.9%
GME vs TENB
-0.2%
-14.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.0% | +9.7% | +4.2% |
| 7D | +10.4% | -12.1% | +22.5% | +11.6% |
| 30D | +14.1% | -18.6% | +32.7% | +15.9% |
| 3M | -4.6% | +12.1% | -16.7% | -7.9% |
| 6M | -13.5% | +46.8% | -60.3% | -21.2% |
| YTD | +5.3% | +28.0% | -22.6% | -1.5% |
| 1Y | -14.9% | -1.4% | -13.5% | -20.0% |
| All | -14.9% | -0.2% | -14.7% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling