+236.0%
QCOM vs TENB
+1.4%
+234.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.6% |
| 7D | +5.1% | -5.0% | +10.0% | +6.4% |
| 30D | +4.3% | -7.4% | +11.6% | +5.8% |
| 3M | -19.6% | +22.3% | -41.9% | -25.7% |
| 6M | +29.5% | +60.2% | -30.7% | +9.8% |
| YTD | +3.4% | +43.2% | -39.9% | -10.2% |
| 1Y | +10.9% | +8.2% | +2.8% | +4.5% |
| 3Y | +74.8% | -23.8% | +98.6% | +77.8% |
| 5Y | +36.2% | -26.9% | +63.0% | +34.4% |
| All | +236.0% | +1.4% | +234.6% | +168.1% |
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