-59.7%
MKTX vs TENB
-35.4%
-24.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +0.9% |
| 7D | -0.2% | -12.1% | +11.9% | +1.9% |
| 30D | +0.7% | -18.6% | +19.4% | +3.8% |
| 3M | +40.8% | +12.1% | +28.7% | +36.1% |
| 6M | -8.0% | +46.8% | -54.8% | -16.1% |
| YTD | -8.7% | +28.0% | -36.7% | -15.0% |
| 1Y | -11.8% | -1.4% | -10.4% | -13.7% |
| 3Y | -24.0% | -33.9% | +9.9% | -20.8% |
| All | -59.7% | -35.4% | -24.3% | -59.6% |
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