+41.6%
HYG vs TENB
-9.4%
+51.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +0.4% |
| 7D | -0.7% | -12.1% | +11.4% | +0.2% |
| 30D | -0.7% | -18.6% | +17.9% | +0.6% |
| 3M | -0.2% | +12.1% | -12.3% | -1.6% |
| 6M | +1.4% | +46.8% | -45.4% | -2.4% |
| YTD | +1.5% | +28.0% | -26.5% | -1.5% |
| 1Y | +2.9% | -1.4% | +4.3% | +1.9% |
| 3Y | +25.6% | -33.9% | +59.6% | +27.4% |
| 5Y | +18.6% | -34.6% | +53.2% | +17.8% |
| All | +41.6% | -9.4% | +51.1% | +28.5% |
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