+763.8%
SHOP vs TENB
+22.6%
+741.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -1.2% | -3.3% | +2.0% | +0.5% |
| 30D | -14.7% | +6.9% | -21.7% | -18.7% |
| 3M | -7.2% | +1.8% | -9.0% | -11.6% |
| 6M | +54.2% | +98.1% | -43.9% | -4.3% |
| YTD | -8.6% | +73.2% | -81.8% | -39.7% |
| 1Y | +0.5% | +50.7% | -50.2% | -28.0% |
| 3Y | +135.9% | +9.3% | +126.6% | +104.0% |
| 5Y | -11.9% | -25.1% | +13.2% | -9.6% |
| All | +763.8% | +22.6% | +741.1% | +456.9% |
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 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