-37.1%
RUN vs TENB
-30.4%
-6.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +2.9% | -0.8% |
| 7D | -3.4% | -7.1% | +3.8% | -1.7% |
| 30D | -14.0% | -15.4% | +1.4% | -11.0% |
| 3M | -27.5% | +19.5% | -47.0% | -32.0% |
| 6M | -29.0% | +54.8% | -83.8% | -38.7% |
| YTD | -53.1% | +36.1% | -89.2% | -57.7% |
| 1Y | -46.7% | +7.0% | -53.7% | -46.4% |
| All | -37.1% | -30.4% | -6.7% | -28.5% |
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