+119.0%
RF vs TENB
+31.4%
+87.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.5% |
| 7D | -0.1% | -8.0% | +7.8% | +1.5% |
| 30D | +7.0% | +5.0% | +2.0% | +5.5% |
| 3M | -7.0% | +20.0% | -27.1% | -11.7% |
| 6M | +6.8% | +100.0% | -93.3% | -10.7% |
| YTD | +9.9% | +85.6% | -75.7% | -7.6% |
| 1Y | +21.1% | +57.8% | -36.7% | +5.7% |
| 3Y | +119.6% | +17.6% | +102.0% | +102.3% |
| 5Y | +46.2% | -21.7% | +67.9% | +39.1% |
| All | +119.0% | +31.4% | +87.6% | +45.4% |
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