-47.0%
NKE vs TENB
-3.6%
-43.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -0.9% |
| 7D | -5.5% | -7.1% | +1.6% | -4.0% |
| 30D | -10.4% | -15.4% | +4.9% | -7.5% |
| 3M | -15.8% | +19.5% | -35.3% | -20.4% |
| 6M | -33.4% | +54.8% | -88.2% | -41.5% |
| YTD | -41.0% | +36.1% | -77.1% | -46.9% |
| 1Y | -49.1% | +7.0% | -56.0% | -51.4% |
| 3Y | -59.8% | -27.6% | -32.2% | -59.0% |
| 5Y | -75.5% | -30.5% | -45.0% | -75.9% |
| All | -47.0% | -3.6% | -43.4% | -58.4% |
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