+135.3%
JPM vs TENB
-24.3%
+159.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +3.5% | -3.3% | +6.7% | +3.8% |
| 30D | +3.3% | +6.9% | -3.7% | +2.4% |
| 3M | -4.2% | +1.8% | -6.0% | -4.9% |
| 6M | +16.4% | +98.1% | -81.7% | +5.0% |
| YTD | +9.5% | +73.2% | -63.7% | 0.0% |
| 1Y | +14.0% | +50.7% | -36.7% | +6.2% |
| 3Y | +153.1% | +9.3% | +143.7% | +145.1% |
| All | +135.3% | -24.3% | +159.6% | +130.8% |
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