-54.8%
GTLB vs TENB
-41.3%
-13.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +3.7% |
| 7D | -5.7% | -12.1% | +6.4% | +3.2% |
| 30D | +15.1% | -18.6% | +33.8% | +32.0% |
| 3M | +65.5% | +12.1% | +53.4% | +43.8% |
| 6M | +102.9% | +46.8% | +56.1% | +40.3% |
| YTD | +25.2% | +28.0% | -2.8% | -4.0% |
| 1Y | -5.5% | -1.4% | -4.1% | -11.2% |
| 3Y | -10.9% | -33.9% | +23.1% | +10.9% |
| All | -54.8% | -41.3% | -13.5% | -33.3% |
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