+62.2%
MSFT vs TENB
-23.8%
+86.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.7% | +1.4% |
| 7D | -2.4% | -7.0% | +4.6% | -0.8% |
| 30D | -3.8% | -0.6% | -3.2% | -4.0% |
| 3M | +6.4% | +10.9% | -4.5% | +2.3% |
| 6M | +28.8% | +95.4% | -66.6% | +5.4% |
| YTD | +8.8% | +74.5% | -65.6% | -9.2% |
| 1Y | +3.2% | +49.2% | -46.1% | -10.6% |
| 3Y | +44.8% | +9.7% | +35.1% | +33.1% |
| All | +62.2% | -23.8% | +86.0% | +57.2% |
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 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