+282.5%
JPM vs TENB
+1.4%
+281.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -0.4% | -5.0% | +4.6% | +0.4% |
| 30D | -1.1% | -7.4% | +6.2% | -0.3% |
| 3M | +14.1% | +22.3% | -8.1% | +9.1% |
| 6M | +23.3% | +60.2% | -36.9% | +11.6% |
| YTD | +11.3% | +43.2% | -32.0% | +2.3% |
| 1Y | +23.0% | +8.2% | +14.8% | +18.7% |
| 3Y | +162.6% | -23.8% | +186.3% | +164.9% |
| 5Y | +152.8% | -26.9% | +179.6% | +144.6% |
| All | +282.5% | +1.4% | +281.1% | +186.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling