+148.9%
IBM vs TENB
+23.5%
+125.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +2.9% | -0.7% |
| 7D | -0.3% | -7.0% | +6.7% | +0.8% |
| 30D | +6.8% | -0.6% | +7.3% | +6.6% |
| 3M | +4.4% | +10.9% | -6.5% | +1.8% |
| 6M | +13.2% | +95.4% | -82.2% | -0.4% |
| YTD | -15.1% | +74.5% | -89.6% | -24.4% |
| 1Y | -20.2% | +49.2% | -69.4% | -27.3% |
| 3Y | +79.3% | +9.7% | +69.6% | +68.8% |
| 5Y | +147.5% | -24.6% | +172.1% | +135.7% |
| All | +148.9% | +23.5% | +125.4% | +89.3% |
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