+154.8%
GS vs TENB
-23.8%
+178.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.7% |
| 7D | +5.1% | -7.0% | +12.2% | +6.3% |
| 30D | +2.4% | -0.6% | +3.0% | +2.3% |
| 3M | -11.5% | +10.9% | -22.4% | -13.7% |
| 6M | -2.5% | +95.4% | -97.9% | -14.9% |
| YTD | +5.5% | +74.5% | -69.0% | -6.8% |
| 1Y | +11.0% | +49.2% | -38.2% | +1.2% |
| 3Y | +200.1% | +9.7% | +190.3% | +187.4% |
| All | +154.8% | -23.8% | +178.6% | +148.6% |
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 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