+116.9%
RF vs TENB
+10.3%
+106.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.2% |
| 7D | +0.4% | -7.0% | +7.4% | +1.4% |
| 30D | +5.6% | -0.6% | +6.1% | +5.3% |
| 3M | -8.9% | +10.9% | -19.8% | -11.1% |
| 6M | +7.1% | +95.4% | -88.3% | -9.3% |
| YTD | +8.3% | +74.5% | -66.1% | -6.0% |
| 1Y | +16.8% | +49.2% | -32.4% | +7.0% |
| All | +116.9% | +10.3% | +106.6% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling