+45.3%
SO vs TENB
-24.7%
+70.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +0.9% |
| 7D | +1.0% | -5.0% | +6.0% | +0.8% |
| 30D | -3.2% | -7.4% | +4.2% | -3.4% |
| 3M | -1.7% | +22.3% | -24.0% | -0.6% |
| 6M | -7.2% | +60.2% | -67.4% | -4.8% |
| YTD | +4.6% | +43.2% | -38.7% | +7.0% |
| 1Y | +1.2% | +8.2% | -6.9% | +2.8% |
| 3Y | +45.3% | -23.8% | +69.1% | +45.4% |
| All | +45.3% | -24.7% | +70.0% | +45.4% |
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