+210.0%
IR vs TENB
+3.0%
+207.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -2.8% | -9.1% | +6.3% | -1.0% |
| 30D | -15.1% | -4.9% | -10.3% | -14.7% |
| 3M | +6.1% | +16.9% | -10.9% | +1.0% |
| 6M | -16.8% | +68.0% | -84.8% | -27.8% |
| YTD | -3.5% | +45.6% | -49.1% | -14.1% |
| 1Y | -3.5% | +12.7% | -16.2% | -8.7% |
| 3Y | +9.5% | -24.4% | +33.9% | +11.7% |
| 5Y | +45.1% | -26.7% | +71.8% | +41.1% |
| All | +210.0% | +3.0% | +207.0% | +130.1% |
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