+120.6%
IBM vs TENB
-26.8%
+147.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +3.6% | -1.7% | +5.2% | +3.8% |
| 30D | +1.5% | -8.3% | +9.8% | +2.6% |
| 3M | -12.9% | +26.2% | -39.1% | -17.3% |
| 6M | -3.9% | +60.2% | -64.1% | -12.0% |
| YTD | -17.3% | +43.1% | -60.4% | -23.5% |
| 1Y | -5.0% | +9.4% | -14.3% | -9.6% |
| 3Y | +78.2% | -23.9% | +102.1% | +73.6% |
| 5Y | +120.6% | -28.2% | +148.9% | +110.7% |
| All | +120.6% | -26.8% | +147.4% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling