+172.2%
GRMN vs TENB
-30.4%
+202.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.9% |
| 7D | -1.8% | -7.1% | +5.3% | -0.4% |
| 30D | -12.1% | -15.4% | +3.3% | -9.6% |
| 3M | +18.0% | +19.5% | -1.5% | +12.2% |
| 6M | +13.7% | +54.8% | -41.1% | +1.1% |
| YTD | +35.3% | +36.1% | -0.8% | +23.9% |
| 1Y | +17.2% | +7.0% | +10.3% | +15.7% |
| All | +172.2% | -30.4% | +202.6% | +186.4% |
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