-75.4%
QS vs TENB
-32.3%
-43.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | +1.7% |
| 7D | -5.0% | -7.1% | +2.2% | -1.4% |
| 30D | -18.3% | -15.4% | -2.9% | -12.4% |
| 3M | -26.0% | +19.5% | -45.5% | -35.5% |
| 6M | -24.0% | +54.8% | -78.9% | -44.9% |
| YTD | -50.3% | +36.1% | -86.4% | -61.7% |
| 1Y | -38.0% | +7.0% | -44.9% | -44.2% |
| 3Y | -24.6% | -27.6% | +3.0% | -18.2% |
| 5Y | -75.4% | -30.5% | -45.0% | -72.7% |
| All | -75.4% | -32.3% | -43.1% | -72.7% |
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