-9.1%
NVTS vs TENB
-41.6%
+32.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.0% | +10.3% | +7.6% |
| 7D | -1.4% | -12.1% | +10.6% | +5.4% |
| 30D | -16.5% | -18.6% | +2.1% | -8.7% |
| 3M | -47.6% | +12.1% | -59.7% | -54.1% |
| 6M | +7.3% | +46.8% | -39.5% | -23.5% |
| YTD | +62.9% | +28.0% | +34.9% | +24.5% |
| 1Y | +91.3% | -1.4% | +92.7% | +75.5% |
| 3Y | +43.4% | -33.9% | +77.3% | +67.2% |
| All | -9.1% | -41.6% | +32.5% | +7.7% |
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