+18.9%
RF vs TENB
+52.7%
-33.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.3% |
| 7D | -1.3% | -9.3% | +8.0% | -0.9% |
| 30D | +4.6% | +5.3% | -0.7% | +4.4% |
| 3M | -8.4% | +13.5% | -21.9% | -8.9% |
| 6M | +8.9% | +101.5% | -92.6% | +4.0% |
| YTD | +8.8% | +82.4% | -73.6% | +6.7% |
| 1Y | +18.9% | +53.0% | -34.1% | +30.0% |
| All | +18.9% | +52.7% | -33.8% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling