-21.3%
IT vs TENB
+11.6%
-32.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.4% |
| 7D | -6.0% | -9.1% | +3.0% | -3.0% |
| 30D | 0.0% | -4.9% | +4.9% | +1.1% |
| 3M | +13.1% | +16.9% | -3.9% | +0.7% |
| 6M | +11.7% | +68.0% | -56.3% | -19.6% |
| YTD | -26.1% | +45.6% | -71.7% | -40.5% |
| 1Y | -21.3% | +12.7% | -34.0% | -25.5% |
| All | -21.3% | +11.6% | -32.9% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling