-46.7%
QS vs TENB
-10.4%
-36.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +4.7% |
| 7D | -3.6% | -12.1% | +8.4% | +2.1% |
| 30D | -17.2% | -18.6% | +1.4% | -10.3% |
| 3M | -27.0% | +12.1% | -39.0% | -33.5% |
| 6M | -24.6% | +46.8% | -71.4% | -42.1% |
| YTD | -49.3% | +28.0% | -77.3% | -58.7% |
| 1Y | -40.3% | -1.4% | -38.9% | -43.8% |
| 3Y | -23.8% | -33.9% | +10.1% | -14.3% |
| 5Y | -75.0% | -34.6% | -40.3% | -71.5% |
| All | -46.7% | -10.4% | -36.2% | -13.2% |
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