+136.0%
GOOG vs TENB
-35.4%
+171.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.7% |
| 7D | 0.0% | -12.1% | +12.1% | +2.5% |
| 30D | -2.0% | -18.6% | +16.7% | +1.6% |
| 3M | -5.9% | +12.1% | -17.9% | -9.5% |
| 6M | +8.9% | +46.8% | -37.9% | -2.8% |
| YTD | +7.1% | +28.0% | -20.9% | -1.9% |
| 1Y | +39.7% | -1.4% | +41.1% | +36.5% |
| 3Y | +145.8% | -33.9% | +179.8% | +160.2% |
| All | +136.0% | -35.4% | +171.5% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling