+132.0%
LOW vs TENB
-9.4%
+141.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +1.4% |
| 7D | -3.7% | -12.1% | +8.4% | -1.2% |
| 30D | -8.9% | -18.6% | +9.8% | -5.4% |
| 3M | -10.4% | +12.1% | -22.5% | -14.1% |
| 6M | -19.4% | +46.8% | -66.2% | -28.3% |
| YTD | -17.1% | +28.0% | -45.1% | -24.4% |
| 1Y | -26.3% | -1.4% | -24.9% | -28.5% |
| 3Y | -9.9% | -33.9% | +24.1% | -6.1% |
| 5Y | +6.1% | -34.6% | +40.7% | +4.2% |
| All | +132.0% | -9.4% | +141.4% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling