+436.3%
GRMN vs TENB
-9.4%
+445.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.0% | +10.2% | +5.5% |
| 7D | +2.4% | -12.1% | +14.5% | +5.1% |
| 30D | -8.5% | -18.6% | +10.2% | -4.9% |
| 3M | +19.5% | +12.1% | +7.4% | +14.7% |
| 6M | +21.2% | +46.8% | -25.6% | +8.3% |
| YTD | +41.0% | +28.0% | +13.1% | +29.3% |
| 1Y | +19.6% | -1.4% | +21.0% | +16.6% |
| 3Y | +183.8% | -33.9% | +217.7% | +196.7% |
| 5Y | +83.0% | -34.6% | +117.6% | +83.6% |
| All | +436.3% | -9.4% | +445.7% | +344.0% |
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