+138.5%
QLD vs TENB
+11.9%
+126.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.1% | +4.1% |
| 7D | -10.3% | -17.0% | +6.7% | -4.5% |
| 30D | -26.1% | +8.2% | -34.3% | -28.1% |
| 3M | -17.8% | +16.5% | -34.2% | -23.2% |
| 6M | -15.6% | +99.1% | -114.7% | -39.1% |
| YTD | +5.4% | +79.0% | -73.7% | -20.8% |
| 1Y | +5.2% | +53.9% | -48.6% | -13.4% |
| All | +138.5% | +11.9% | +126.6% | +143.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling