+26.0%
IR vs TENB
+12.6%
+13.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.6% |
| 7D | +1.5% | -10.8% | +12.3% | +3.1% |
| 30D | +9.0% | +0.9% | +8.1% | +8.6% |
| 3M | -0.9% | +14.3% | -15.2% | -3.4% |
| 6M | +13.4% | +92.2% | -78.8% | -1.5% |
| YTD | +8.5% | +78.3% | -69.9% | -4.1% |
| 1Y | +11.3% | +49.5% | -38.3% | +5.2% |
| 3Y | +26.0% | +12.2% | +13.8% | +39.2% |
| All | +26.0% | +12.6% | +13.4% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling