-55.4%
GTLB vs TENB
-34.4%
-21.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -6.6% | -1.7% | -4.9% | -5.4% |
| 30D | +13.7% | -8.3% | +22.0% | +20.0% |
| 3M | +52.9% | +26.2% | +26.8% | +22.3% |
| 6M | +88.5% | +60.2% | +28.3% | +23.0% |
| YTD | +23.4% | +43.1% | -19.6% | -12.4% |
| 1Y | -3.8% | +9.4% | -13.2% | -15.9% |
| 3Y | -11.5% | -23.9% | +12.4% | -0.7% |
| All | -55.4% | -34.4% | -21.0% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling