+6.0%
LOW vs TENB
-32.3%
+38.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.3% |
| 7D | -2.6% | -7.1% | +4.5% | -1.6% |
| 30D | -11.1% | -15.4% | +4.2% | -9.2% |
| 3M | -8.5% | +19.5% | -28.0% | -12.0% |
| 6M | -20.8% | +54.8% | -75.7% | -27.9% |
| YTD | -17.2% | +36.1% | -53.3% | -23.2% |
| 1Y | -24.7% | +7.0% | -31.7% | -26.8% |
| 3Y | -9.7% | -27.6% | +17.8% | -7.4% |
| 5Y | +6.0% | -30.5% | +36.5% | +5.6% |
| All | +6.0% | -32.3% | +38.3% | +5.6% |
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 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