+121.0%
QLD vs TENB
-27.0%
+148.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +0.6% | -9.1% | +9.6% | +4.9% |
| 30D | -0.1% | -4.9% | +4.7% | +1.1% |
| 3M | -8.4% | +16.9% | -25.3% | -17.8% |
| 6M | +32.2% | +68.0% | -35.8% | -3.9% |
| YTD | +28.9% | +45.6% | -16.7% | -0.3% |
| 1Y | +43.8% | +12.7% | +31.1% | +27.8% |
| 3Y | +176.6% | -24.4% | +201.0% | +194.7% |
| All | +121.0% | -27.0% | +148.0% | +128.5% |
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