-11.8%
JD vs TENB
+26.2%
-38.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.6% |
| 7D | +5.2% | -10.8% | +16.0% | +7.7% |
| 30D | +4.5% | +0.9% | +3.6% | +3.4% |
| 3M | -15.4% | +14.3% | -29.7% | -19.9% |
| 6M | -6.0% | +92.2% | -98.3% | -23.9% |
| YTD | +2.2% | +78.3% | -76.2% | -16.8% |
| 1Y | -6.7% | +49.5% | -56.2% | -20.2% |
| 3Y | +20.5% | +12.2% | +8.4% | +8.5% |
| 5Y | -58.4% | -22.4% | -36.1% | -60.5% |
| All | -11.8% | +26.2% | -38.0% | -37.2% |
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