+394.3%
MSFT vs TENB
+3.0%
+391.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -2.7% | -9.1% | +6.4% | -0.2% |
| 30D | +2.7% | -4.9% | +7.6% | +3.6% |
| 3M | +17.0% | +16.9% | 0.0% | +10.0% |
| 6M | +23.8% | +68.0% | -44.2% | +4.2% |
| YTD | +4.0% | +45.6% | -41.6% | -9.4% |
| 1Y | -0.8% | +12.7% | -13.6% | -7.4% |
| 3Y | +55.6% | -24.4% | +80.0% | +58.1% |
| 5Y | +72.9% | -26.7% | +99.6% | +67.0% |
| All | +394.3% | +3.0% | +391.3% | +262.2% |
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