-18.4%
M vs TENB
+3.0%
-21.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | +4.7% | -9.1% | +13.8% | +6.9% |
| 30D | -9.6% | -4.9% | -4.8% | -9.1% |
| 3M | +0.9% | +16.9% | -16.1% | -4.7% |
| 6M | +22.3% | +68.0% | -45.7% | +4.5% |
| YTD | +6.5% | +45.6% | -39.0% | -6.4% |
| 1Y | +38.8% | +12.7% | +26.0% | +30.2% |
| 3Y | +115.9% | -24.4% | +140.3% | +119.2% |
| 5Y | +28.6% | -26.7% | +55.4% | +27.0% |
| All | -18.4% | +3.0% | -21.4% | -45.2% |
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