+154.6%
JPM vs TENB
-32.3%
+186.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.5% | +0.3% |
| 7D | -2.3% | -7.1% | +4.8% | -1.5% |
| 30D | -2.3% | -15.4% | +13.0% | -0.6% |
| 3M | +14.9% | +19.5% | -4.6% | +11.2% |
| 6M | +23.6% | +54.8% | -31.2% | +14.7% |
| YTD | +11.3% | +36.1% | -24.8% | +4.8% |
| 1Y | +19.9% | +7.0% | +12.9% | +17.0% |
| 3Y | +162.6% | -27.6% | +190.2% | +167.1% |
| 5Y | +154.6% | -30.5% | +185.1% | +145.3% |
| All | +154.6% | -32.3% | +186.9% | +145.3% |
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