-61.3%
JD vs TENB
-28.0%
-33.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.7% |
| 7D | -0.8% | -5.0% | +4.2% | +0.3% |
| 30D | -16.0% | -7.4% | -8.7% | -15.2% |
| 3M | -3.2% | +22.3% | -25.5% | -9.9% |
| 6M | +6.1% | +60.2% | -54.1% | -9.1% |
| YTD | -0.1% | +43.2% | -43.3% | -12.4% |
| 1Y | -12.7% | +8.2% | -20.9% | -16.9% |
| 3Y | -6.3% | -23.8% | +17.5% | -4.7% |
| 5Y | -61.3% | -26.9% | -34.5% | -61.7% |
| All | -61.3% | -28.0% | -33.3% | -61.7% |
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 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