+137.3%
IBM vs TENB
+3.0%
+134.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.3% | -9.1% | +8.8% | +1.2% |
| 30D | +0.3% | -4.9% | +5.1% | +0.8% |
| 3M | -21.6% | +16.9% | -38.5% | -24.7% |
| 6M | -4.7% | +68.0% | -72.7% | -13.8% |
| YTD | -19.1% | +45.6% | -64.6% | -25.4% |
| 1Y | -2.5% | +12.7% | -15.2% | -6.9% |
| 3Y | +74.2% | -24.4% | +98.5% | +73.4% |
| 5Y | +113.1% | -26.7% | +139.9% | +104.2% |
| All | +137.3% | +3.0% | +134.3% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling