-27.4%
M vs TENB
-3.6%
-23.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.9% | +0.2% | -3.6% |
| 7D | -8.8% | -7.1% | -1.6% | -7.2% |
| 30D | -16.4% | -15.4% | -1.0% | -13.6% |
| 3M | -10.8% | +19.5% | -30.3% | -16.2% |
| 6M | +16.1% | +54.8% | -38.7% | +1.2% |
| YTD | -5.3% | +36.1% | -41.4% | -15.4% |
| 1Y | +24.9% | +7.0% | +17.9% | +18.6% |
| 3Y | +97.5% | -27.6% | +125.1% | +102.5% |
| 5Y | +20.4% | -30.5% | +50.8% | +20.4% |
| All | -27.4% | -3.6% | -23.8% | -50.5% |
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 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