-46.8%
NKE vs TENB
-9.4%
-37.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.8% |
| 7D | -4.2% | -12.1% | +7.9% | -1.5% |
| 30D | -8.2% | -18.6% | +10.4% | -4.4% |
| 3M | -19.1% | +12.1% | -31.1% | -22.5% |
| 6M | -32.6% | +46.8% | -79.4% | -40.2% |
| YTD | -40.7% | +28.0% | -68.7% | -45.9% |
| 1Y | -48.9% | -1.4% | -47.5% | -50.4% |
| 3Y | -59.2% | -33.9% | -25.3% | -57.6% |
| 5Y | -75.3% | -34.6% | -40.7% | -75.5% |
| All | -46.8% | -9.4% | -37.3% | -57.6% |
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