-6.5%
IBM vs TENB
+4.2%
-10.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -1.2% |
| 7D | -0.3% | -7.1% | +6.8% | +1.6% |
| 30D | -1.8% | -15.4% | +13.5% | +2.0% |
| 3M | -13.5% | +19.5% | -33.0% | -23.9% |
| 6M | -5.1% | +54.8% | -59.9% | -23.9% |
| YTD | -19.4% | +36.1% | -55.5% | -34.3% |
| 1Y | -6.5% | +7.0% | -13.5% | -20.0% |
| All | -6.5% | +4.2% | -10.7% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling