-68.8%
S vs TENB
-21.8%
-47.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | -0.3% |
| 7D | +1.2% | -9.3% | +10.6% | +9.1% |
| 30D | -7.3% | +5.3% | -12.6% | -11.3% |
| 3M | +5.9% | +13.5% | -7.6% | -5.2% |
| 6M | +45.6% | +101.5% | -55.8% | -21.1% |
| YTD | +58.5% | +82.4% | -23.9% | -8.6% |
| 1Y | +37.6% | +53.0% | -15.4% | -8.1% |
| 3Y | +51.7% | +14.8% | +36.9% | +25.7% |
| All | -68.8% | -21.8% | -47.0% | -64.3% |
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