-6.8%
PEG vs TENB
+11.6%
-18.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.2% |
| 7D | +0.7% | -9.1% | +9.8% | +0.2% |
| 30D | -2.4% | -4.9% | +2.4% | -2.6% |
| 3M | -4.8% | +16.9% | -21.7% | -3.4% |
| 6M | -10.7% | +68.0% | -78.7% | -6.3% |
| YTD | -6.7% | +45.6% | -52.2% | -2.6% |
| 1Y | -6.8% | +12.7% | -19.6% | -3.3% |
| All | -6.8% | +11.6% | -18.4% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling