+173.3%
MAR vs TENB
-9.4%
+182.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +2.9% |
| 7D | -0.5% | -12.1% | +11.5% | +1.9% |
| 30D | -5.4% | -18.6% | +13.2% | -2.0% |
| 3M | -15.5% | +12.1% | -27.6% | -19.1% |
| 6M | +3.0% | +46.8% | -43.8% | -8.4% |
| YTD | +8.5% | +28.0% | -19.4% | -0.9% |
| 1Y | +26.0% | -1.4% | +27.4% | +21.9% |
| 3Y | +68.6% | -33.9% | +102.5% | +75.5% |
| 5Y | +157.4% | -34.6% | +192.0% | +156.1% |
| All | +173.3% | -9.4% | +182.7% | +116.2% |
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 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