-53.2%
S vs TENB
-18.7%
-34.5%
-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% | +1.1% | +0.9% |
| 7D | -7.7% | -9.1% | +1.4% | -0.6% |
| 30D | -5.3% | -4.9% | -0.5% | -1.7% |
| 3M | +20.3% | +16.9% | +3.3% | +3.9% |
| 6M | +47.4% | +68.0% | -20.6% | -8.1% |
| YTD | +32.5% | +45.6% | -13.0% | -8.1% |
| 1Y | +9.5% | +12.7% | -3.2% | -5.7% |
| 3Y | +15.5% | -24.4% | +39.9% | +33.2% |
| 5Y | -71.2% | -26.7% | -44.5% | -65.2% |
| All | -53.2% | -18.7% | -34.5% | -48.9% |
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