-47.8%
S vs TENB
-3.3%
-44.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | +2.0% | -3.3% | +5.2% | +4.7% |
| 30D | -2.7% | +6.9% | -9.6% | -7.7% |
| 3M | -6.9% | +1.8% | -8.7% | -9.3% |
| 6M | +38.1% | +98.1% | -60.0% | -24.4% |
| YTD | +48.0% | +73.2% | -25.2% | -11.3% |
| 1Y | +34.5% | +50.7% | -16.2% | -9.5% |
| 3Y | +38.3% | +9.3% | +29.0% | +18.9% |
| 5Y | -70.9% | -25.1% | -45.8% | -66.0% |
| All | -47.8% | -3.3% | -44.5% | -50.7% |
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