+19.8%
GME vs TENB
-30.4%
+50.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +3.3% |
| 7D | +6.0% | -7.1% | +13.2% | +7.2% |
| 30D | +8.3% | -15.4% | +23.7% | +10.8% |
| 3M | -9.1% | +19.5% | -28.6% | -13.5% |
| 6M | -16.3% | +54.8% | -71.1% | -25.5% |
| YTD | +1.5% | +36.1% | -34.6% | -7.2% |
| 1Y | -16.3% | +7.0% | -23.3% | -19.5% |
| All | +19.8% | -30.4% | +50.2% | +27.4% |
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