-51.6%
IT vs TENB
-26.8%
-24.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -9.1% | -1.7% | -7.5% | -8.5% |
| 30D | -12.2% | -8.3% | -3.9% | -9.9% |
| 3M | +7.8% | +26.2% | -18.3% | -5.8% |
| 6M | +2.0% | +60.2% | -58.2% | -21.4% |
| YTD | -32.7% | +43.1% | -75.8% | -45.4% |
| 1Y | -31.1% | +9.4% | -40.5% | -37.8% |
| All | -51.6% | -26.8% | -24.8% | -52.6% |
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