-71.5%
S vs TENB
-28.0%
-43.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.0% |
| 7D | -5.8% | -5.0% | -0.8% | -2.0% |
| 30D | -9.2% | -7.4% | -1.8% | -3.8% |
| 3M | +23.4% | +22.3% | +1.1% | +2.9% |
| 6M | +36.9% | +60.2% | -23.2% | -11.1% |
| YTD | +29.5% | +43.2% | -13.7% | -8.9% |
| 1Y | +5.4% | +8.2% | -2.7% | -6.0% |
| 3Y | +14.7% | -23.8% | +38.5% | +31.3% |
| 5Y | -71.5% | -26.9% | -44.7% | -65.3% |
| All | -71.5% | -28.0% | -43.5% | -65.3% |
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