+56.7%
NOC vs TENB
-26.8%
+83.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | -1.7% | +0.1% | -1.5% |
| 30D | -10.4% | -8.3% | -2.1% | -10.2% |
| 3M | -5.6% | +26.2% | -31.8% | -6.3% |
| 6M | -30.4% | +60.2% | -90.6% | -31.4% |
| YTD | -8.5% | +43.1% | -51.6% | -9.6% |
| 1Y | -8.3% | +9.4% | -17.7% | -8.4% |
| 3Y | +28.2% | -23.9% | +52.1% | +29.5% |
| 5Y | +56.7% | -28.2% | +85.0% | +55.0% |
| All | +56.7% | -26.8% | +83.5% | +55.0% |
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