+3,368.5%
NVDA vs TENB
-9.4%
+3,377.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +2.3% |
| 7D | -5.1% | -12.1% | +7.0% | -0.4% |
| 30D | -2.5% | -18.6% | +16.1% | +4.8% |
| 3M | +6.7% | +12.1% | -5.4% | -1.4% |
| 6M | +17.6% | +46.8% | -29.2% | -5.0% |
| YTD | +17.3% | +28.0% | -10.6% | -0.8% |
| 1Y | +23.5% | -1.4% | +24.9% | +16.5% |
| 3Y | +384.6% | -33.9% | +418.6% | +420.4% |
| 5Y | +875.4% | -34.6% | +910.0% | +900.9% |
| All | +3,368.5% | -9.4% | +3,377.9% | +2,455.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling