+245.4%
IR vs TENB
+29.2%
+216.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.4% |
| 7D | +1.1% | -9.3% | +10.4% | +3.0% |
| 30D | +7.6% | +5.3% | +2.3% | +6.0% |
| 3M | +0.1% | +13.5% | -13.4% | -3.8% |
| 6M | +14.0% | +101.5% | -87.5% | -4.7% |
| YTD | +7.5% | +82.4% | -75.0% | -9.5% |
| 1Y | +10.1% | +53.0% | -42.9% | -3.2% |
| 3Y | +24.9% | +14.8% | +10.1% | +16.3% |
| 5Y | +46.9% | -21.2% | +68.0% | +40.8% |
| All | +245.4% | +29.2% | +216.3% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling