+656.3%
SHOP vs TENB
-9.4%
+665.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +5.1% |
| 7D | -11.2% | -12.1% | +0.9% | -4.8% |
| 30D | -14.4% | -18.6% | +4.2% | -5.1% |
| 3M | +16.6% | +12.1% | +4.5% | +4.3% |
| 6M | -0.6% | +46.8% | -47.4% | -25.8% |
| YTD | -20.0% | +28.0% | -48.0% | -35.8% |
| 1Y | -11.2% | -1.4% | -9.8% | -16.7% |
| 3Y | +99.5% | -33.9% | +133.4% | +129.3% |
| 5Y | -13.2% | -34.6% | +21.4% | -0.7% |
| All | +656.3% | -9.4% | +665.7% | +493.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling