+169.7%
SO vs TENB
+22.6%
+147.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | +1.4% | -3.3% | +4.6% | +1.5% |
| 30D | +4.7% | +6.9% | -2.2% | +4.2% |
| 3M | +1.7% | +1.8% | -0.1% | +1.2% |
| 6M | +2.2% | +98.1% | -95.9% | -3.0% |
| YTD | +10.0% | +73.2% | -63.3% | +5.0% |
| 1Y | +6.0% | +50.7% | -44.6% | +2.3% |
| 3Y | +54.1% | +9.3% | +44.8% | +50.8% |
| 5Y | +79.6% | -25.1% | +104.8% | +76.9% |
| All | +169.7% | +22.6% | +147.1% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling