+72.4%
IBM vs TENB
-24.7%
+97.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | +0.3% | -5.0% | +5.3% | +1.5% |
| 30D | -1.5% | -7.4% | +5.9% | -0.1% |
| 3M | -16.8% | +22.3% | -39.0% | -23.8% |
| 6M | -9.0% | +60.2% | -69.2% | -22.6% |
| YTD | -20.1% | +43.2% | -63.3% | -30.8% |
| 1Y | -7.0% | +8.2% | -15.2% | -15.1% |
| 3Y | +72.4% | -23.8% | +96.2% | +65.5% |
| All | +72.4% | -24.7% | +97.1% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling