-0.9%
SO vs TENB
+11.6%
-12.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.8% |
| 7D | -0.2% | -9.1% | +8.9% | -0.7% |
| 30D | -4.6% | -4.9% | +0.3% | -4.7% |
| 3M | -3.0% | +16.9% | -20.0% | -1.7% |
| 6M | -8.3% | +68.0% | -76.2% | -4.2% |
| YTD | +3.5% | +45.6% | -42.0% | +6.8% |
| 1Y | -0.9% | +12.7% | -13.7% | -0.2% |
| All | -0.9% | +11.6% | -12.5% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling