+46.4%
RF vs TENB
-24.3%
+70.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +1.9% | -3.3% | +5.2% | +2.4% |
| 30D | +7.3% | +6.9% | +0.4% | +6.0% |
| 3M | -7.9% | +1.8% | -9.7% | -9.0% |
| 6M | +10.5% | +98.1% | -87.5% | -3.6% |
| YTD | +9.6% | +73.2% | -63.6% | -2.9% |
| 1Y | +20.3% | +50.7% | -30.4% | +9.5% |
| 3Y | +119.5% | +9.3% | +110.2% | +110.4% |
| All | +46.4% | -24.3% | +70.8% | +43.3% |
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