+43.3%
IR vs TENB
-28.0%
+71.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | +0.6% | -5.0% | +5.6% | +1.5% |
| 30D | -13.6% | -7.4% | -6.2% | -12.8% |
| 3M | +3.7% | +22.3% | -18.6% | -1.2% |
| 6M | -13.1% | +60.2% | -73.2% | -21.9% |
| YTD | -5.1% | +43.2% | -48.3% | -13.3% |
| 1Y | -6.5% | +8.2% | -14.6% | -9.1% |
| 3Y | +8.5% | -23.8% | +32.3% | +11.7% |
| 5Y | +43.3% | -26.9% | +70.2% | +42.9% |
| All | +43.3% | -28.0% | +71.3% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling