+52.5%
NDAQ vs TENB
-26.8%
+79.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -1.6% | -1.7% | +0.1% | -1.2% |
| 30D | -1.5% | -8.3% | +6.8% | -0.2% |
| 3M | +8.0% | +26.2% | -18.1% | +1.6% |
| 6M | +7.7% | +60.2% | -52.4% | -4.8% |
| YTD | -2.3% | +43.1% | -45.4% | -12.0% |
| 1Y | +0.6% | +9.4% | -8.8% | -4.2% |
| 3Y | +90.9% | -23.9% | +114.8% | +91.8% |
| 5Y | +52.5% | -28.2% | +80.7% | +47.5% |
| All | +52.5% | -26.8% | +79.3% | +47.5% |
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