+163.4%
JPM vs TENB
-34.6%
+198.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.7% | +1.4% |
| 7D | -0.7% | -12.1% | +11.4% | +0.7% |
| 30D | -2.5% | -18.6% | +16.2% | -0.5% |
| 3M | +14.1% | +12.1% | +2.1% | +11.2% |
| 6M | +25.1% | +46.8% | -21.7% | +16.1% |
| YTD | +12.1% | +28.0% | -15.8% | +6.3% |
| 1Y | +18.8% | -1.4% | +20.2% | +18.6% |
| 3Y | +163.4% | -33.9% | +197.4% | +177.9% |
| All | +163.4% | -34.6% | +198.0% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling