-39.5%
RUN vs TENB
+1.4%
-40.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.4% |
| 7D | +10.2% | -5.0% | +15.1% | +12.6% |
| 30D | -9.6% | -7.4% | -2.2% | -7.8% |
| 3M | -31.5% | +22.3% | -53.8% | -40.0% |
| 6M | -18.7% | +60.2% | -78.9% | -39.9% |
| YTD | -49.9% | +43.2% | -93.1% | -61.4% |
| 1Y | -45.5% | +8.2% | -53.7% | -51.4% |
| 3Y | -34.1% | -23.8% | -10.3% | -32.9% |
| 5Y | -79.4% | -26.9% | -52.6% | -79.2% |
| All | -39.5% | +1.4% | -40.8% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling