+61.5%
GNRC vs TENB
-34.6%
+96.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.0% | +8.9% | +3.8% |
| 7D | -0.2% | -12.1% | +11.9% | +1.7% |
| 30D | -15.7% | -18.6% | +2.9% | -13.5% |
| 3M | -27.3% | +12.1% | -39.4% | -30.3% |
| 6M | -12.1% | +46.8% | -58.9% | -21.1% |
| YTD | +37.1% | +28.0% | +9.2% | +26.8% |
| 1Y | -0.5% | -1.4% | +0.9% | +0.6% |
| 3Y | +61.5% | -33.9% | +95.5% | +78.0% |
| All | +61.5% | -34.6% | +96.1% | +78.0% |
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 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