-10.0%
LOW vs TENB
-30.4%
+20.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.5% |
| 7D | -2.6% | -7.1% | +4.5% | -2.0% |
| 30D | -11.1% | -15.4% | +4.2% | -9.8% |
| 3M | -8.5% | +19.5% | -28.0% | -10.9% |
| 6M | -20.8% | +54.8% | -75.7% | -26.1% |
| YTD | -17.2% | +36.1% | -53.3% | -21.2% |
| 1Y | -24.7% | +7.0% | -31.7% | -24.9% |
| All | -10.0% | -30.4% | +20.4% | -5.5% |
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