+198.7%
IR vs TENB
+1.3%
+197.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.9% | -1.7% | -0.2% | -1.6% |
| 30D | -15.0% | -8.3% | -6.8% | -13.9% |
| 3M | -0.4% | +26.2% | -26.6% | -6.7% |
| 6M | -15.0% | +60.2% | -75.2% | -25.5% |
| YTD | -7.1% | +43.1% | -50.1% | -16.9% |
| 1Y | -7.5% | +9.4% | -16.9% | -12.0% |
| 3Y | +6.3% | -23.9% | +30.2% | +8.2% |
| 5Y | +37.3% | -28.2% | +65.6% | +34.2% |
| All | +198.7% | +1.3% | +197.4% | +122.5% |
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