-52.0%
ROKU vs TENB
-35.4%
-16.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +3.2% |
| 7D | -0.4% | -12.1% | +11.7% | +5.1% |
| 30D | +2.1% | -18.6% | +20.7% | +10.0% |
| 3M | +29.5% | +12.1% | +17.4% | +16.2% |
| 6M | +53.8% | +46.8% | +7.0% | +16.5% |
| YTD | +42.8% | +28.0% | +14.8% | +15.2% |
| 1Y | +60.7% | -1.4% | +62.1% | +49.2% |
| 3Y | +83.9% | -33.9% | +117.8% | +104.3% |
| All | -52.0% | -35.4% | -16.6% | -46.6% |
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