+82.1%
QLD vs TENB
-24.3%
+106.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | +7.0% | -3.3% | +10.3% | +8.6% |
| 30D | -14.3% | +6.9% | -21.2% | -17.1% |
| 3M | -16.0% | +1.8% | -17.8% | -18.8% |
| 6M | -14.2% | +98.1% | -112.3% | -42.3% |
| YTD | +12.8% | +73.2% | -60.5% | -20.8% |
| 1Y | +14.1% | +50.7% | -36.6% | -13.6% |
| 3Y | +146.0% | +9.3% | +136.6% | +117.2% |
| All | +82.1% | -24.3% | +106.4% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling