+425.9%
GS vs TENB
+1.4%
+424.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +3.4% | -5.0% | +8.4% | +4.4% |
| 30D | +0.2% | -7.4% | +7.6% | +1.2% |
| 3M | -0.3% | +22.3% | -22.6% | -5.5% |
| 6M | +27.4% | +60.2% | -32.8% | +13.1% |
| YTD | +19.6% | +43.2% | -23.6% | +8.3% |
| 1Y | +42.5% | +8.2% | +34.3% | +36.7% |
| 3Y | +240.4% | -23.8% | +264.2% | +245.3% |
| 5Y | +188.9% | -26.9% | +215.8% | +180.5% |
| All | +425.9% | +1.4% | +424.5% | +290.6% |
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