-31.7%
NKE vs TENB
+64.9%
-96.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +5.2% |
| 7D | +9.0% | -2.8% | +11.8% | +9.1% |
| 30D | +19.2% | +22.9% | -3.7% | +17.7% |
| 3M | -1.5% | +31.7% | -33.2% | -3.2% |
| 6M | -4.2% | +127.3% | -131.5% | -10.4% |
| YTD | -34.8% | +101.2% | -136.0% | -38.1% |
| 1Y | -31.7% | +68.7% | -100.4% | -32.5% |
| All | -31.7% | +64.9% | -96.6% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling