+24.0%
IT vs TENB
+1.4%
+22.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.6% | -5.8% | -7.0% |
| 7D | -9.1% | -5.0% | -4.1% | -7.8% |
| 30D | -7.0% | -7.4% | +0.4% | -5.4% |
| 3M | +7.6% | +22.3% | -14.6% | -0.4% |
| 6M | +2.1% | +60.2% | -58.0% | -13.3% |
| YTD | -31.6% | +43.2% | -74.8% | -39.9% |
| 1Y | -29.9% | +8.2% | -38.1% | -33.7% |
| 3Y | -51.3% | -23.8% | -27.5% | -50.4% |
| 5Y | -44.8% | -26.9% | -17.9% | -45.8% |
| All | +24.0% | +1.4% | +22.6% | -3.5% |
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 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