+225.7%
QCOM vs TENB
+3.0%
+222.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +3.3% | -9.1% | +12.4% | +5.9% |
| 30D | +7.7% | -4.9% | +12.6% | +8.5% |
| 3M | -30.1% | +16.9% | -47.0% | -34.4% |
| 6M | +22.8% | +68.0% | -45.1% | +2.7% |
| YTD | +0.2% | +45.6% | -45.4% | -13.3% |
| 1Y | +7.9% | +12.7% | -4.9% | +0.4% |
| 3Y | +55.8% | -24.4% | +80.2% | +59.0% |
| 5Y | +30.1% | -26.7% | +56.8% | +28.3% |
| All | +225.7% | +3.0% | +222.6% | +158.8% |
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 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