-45.6%
IT vs TENB
-32.3%
-13.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +2.0% |
| 7D | -12.7% | -7.1% | -5.6% | -10.7% |
| 30D | -8.9% | -15.4% | +6.5% | -4.6% |
| 3M | +10.1% | +19.5% | -9.4% | +1.2% |
| 6M | +7.3% | +54.8% | -47.5% | -10.7% |
| YTD | -32.4% | +36.1% | -68.5% | -41.2% |
| 1Y | -26.6% | +7.0% | -33.6% | -31.5% |
| 3Y | -51.8% | -27.6% | -24.3% | -50.8% |
| 5Y | -45.6% | -30.5% | -15.1% | -46.3% |
| All | -45.6% | -32.3% | -13.3% | -46.3% |
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