-13.1%
JD vs TENB
+22.6%
-35.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -4.1% | -3.3% | -0.9% | -3.5% |
| 30D | +4.6% | +6.9% | -2.3% | +2.2% |
| 3M | -4.7% | +1.8% | -6.6% | -7.0% |
| 6M | -17.4% | +98.1% | -115.4% | -33.6% |
| YTD | +0.7% | +73.2% | -72.5% | -17.5% |
| 1Y | -5.9% | +50.7% | -56.6% | -19.8% |
| 3Y | +18.9% | +9.3% | +9.5% | +7.6% |
| 5Y | -62.9% | -25.1% | -37.8% | -64.5% |
| All | -13.1% | +22.6% | -35.7% | -37.7% |
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