+152.5%
IBM vs TENB
+29.2%
+123.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +1.1% |
| 7D | -1.7% | -9.3% | +7.6% | -0.2% |
| 30D | +10.1% | +5.3% | +4.8% | +9.0% |
| 3M | +4.8% | +13.5% | -8.6% | +1.9% |
| 6M | +12.6% | +101.5% | -88.8% | -1.4% |
| YTD | -13.9% | +82.4% | -96.4% | -23.8% |
| 1Y | -18.7% | +53.0% | -71.8% | -26.3% |
| 3Y | +81.9% | +14.8% | +67.1% | +70.0% |
| 5Y | +148.3% | -21.2% | +169.5% | +134.8% |
| All | +152.5% | +29.2% | +123.3% | +90.7% |
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 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