+87.5%
PEG vs TENB
+1.4%
+86.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | +1.0% | -5.0% | +6.0% | +1.4% |
| 30D | -1.9% | -7.4% | +5.5% | -1.5% |
| 3M | -3.7% | +22.3% | -26.0% | -5.8% |
| 6M | -9.4% | +60.2% | -69.6% | -13.8% |
| YTD | -6.0% | +43.2% | -49.2% | -9.9% |
| 1Y | -4.4% | +8.2% | -12.5% | -5.8% |
| 3Y | +33.5% | -23.8% | +57.3% | +34.4% |
| 5Y | +35.7% | -26.9% | +62.6% | +32.8% |
| All | +87.5% | +1.4% | +86.1% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling