+75.8%
NSC vs TENB
-26.8%
+102.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.0% | -1.7% | -0.4% | -1.9% |
| 30D | -3.2% | -8.3% | +5.1% | -2.6% |
| 3M | +3.9% | +26.2% | -22.2% | +0.7% |
| 6M | +7.8% | +60.2% | -52.4% | +0.7% |
| YTD | +13.4% | +43.1% | -29.7% | +7.9% |
| 1Y | +20.3% | +9.4% | +11.0% | +21.3% |
| All | +75.8% | -26.8% | +102.6% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling