+113.9%
SOXX vs TENB
+11.6%
+102.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +2.2% | -9.1% | +11.3% | +3.1% |
| 30D | -2.0% | -4.9% | +2.8% | -1.8% |
| 3M | -13.7% | +16.9% | -30.6% | -15.0% |
| 6M | +52.4% | +68.0% | -15.6% | +46.7% |
| YTD | +72.8% | +45.6% | +27.3% | +70.4% |
| 1Y | +113.9% | +12.7% | +101.2% | +130.6% |
| All | +113.9% | +11.6% | +102.3% | +130.6% |
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