+234.9%
QCOM vs TENB
+26.2%
+208.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +2.2% |
| 7D | +5.5% | -10.8% | +16.3% | +8.7% |
| 30D | -1.1% | +0.9% | -2.0% | -1.6% |
| 3M | +7.6% | +14.3% | -6.7% | +2.2% |
| 6M | -20.1% | +92.2% | -112.3% | -35.6% |
| YTD | +3.0% | +78.3% | -75.3% | -16.3% |
| 1Y | +3.2% | +49.5% | -46.3% | -11.8% |
| 3Y | +48.9% | +12.2% | +36.7% | +36.3% |
| 5Y | +21.1% | -22.4% | +43.4% | +16.3% |
| All | +234.9% | +26.2% | +208.7% | +149.8% |
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