-43.8%
RUN vs TENB
-9.4%
-34.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | +1.9% |
| 7D | -3.7% | -12.1% | +8.4% | +2.0% |
| 30D | -13.0% | -18.6% | +5.6% | -5.9% |
| 3M | -31.8% | +12.1% | -43.9% | -38.0% |
| 6M | -32.2% | +46.8% | -79.0% | -48.0% |
| YTD | -53.5% | +28.0% | -81.4% | -62.3% |
| 1Y | -46.5% | -1.4% | -45.1% | -50.3% |
| 3Y | -37.6% | -33.9% | -3.7% | -32.0% |
| 5Y | -80.9% | -34.6% | -46.2% | -79.7% |
| All | -43.8% | -9.4% | -34.4% | -57.9% |
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 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