-15.8%
JD vs TENB
-3.6%
-12.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +4.9% | +1.2% |
| 7D | -2.6% | -7.1% | +4.5% | -0.9% |
| 30D | -15.4% | -15.4% | 0.0% | -12.5% |
| 3M | -5.0% | +19.5% | -24.5% | -11.5% |
| 6M | +0.9% | +54.8% | -53.9% | -13.5% |
| YTD | -2.5% | +36.1% | -38.6% | -14.1% |
| 1Y | -16.0% | +7.0% | -23.0% | -20.9% |
| 3Y | -8.5% | -27.6% | +19.0% | -7.0% |
| 5Y | -61.8% | -30.5% | -31.3% | -62.4% |
| All | -15.8% | -3.6% | -12.2% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling