+66.2%
NDAQ vs TENB
-24.3%
+90.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +1.3% | -3.3% | +4.5% | +1.8% |
| 30D | +18.0% | +6.9% | +11.0% | +16.1% |
| 3M | +11.5% | +1.8% | +9.7% | +9.9% |
| 6M | +21.1% | +98.1% | -77.0% | +2.5% |
| YTD | +12.8% | +73.2% | -60.4% | -2.7% |
| 1Y | +25.7% | +50.7% | -25.0% | +11.6% |
| 3Y | +116.8% | +9.3% | +107.5% | +102.5% |
| All | +66.2% | -24.3% | +90.5% | +62.2% |
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