+96.4%
SHOP vs TENB
-26.8%
+123.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.4% |
| 7D | -10.6% | -1.7% | -9.0% | -9.9% |
| 30D | -18.3% | -8.3% | -10.0% | -15.6% |
| 3M | +14.8% | +26.2% | -11.3% | -1.1% |
| 6M | -5.0% | +60.2% | -65.2% | -29.1% |
| YTD | -21.2% | +43.1% | -64.3% | -37.9% |
| 1Y | -11.6% | +9.4% | -21.0% | -19.1% |
| All | +96.4% | -26.8% | +123.2% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling