+247.9%
SOXX vs TENB
-35.4%
+283.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +3.6% |
| 7D | +1.4% | -12.1% | +13.5% | +5.1% |
| 30D | -3.6% | -18.6% | +15.0% | +1.6% |
| 3M | -10.2% | +12.1% | -22.2% | -15.5% |
| 6M | +54.2% | +46.8% | +7.4% | +31.2% |
| YTD | +75.2% | +28.0% | +47.2% | +54.6% |
| 1Y | +107.5% | -1.4% | +108.9% | +100.8% |
| 3Y | +226.8% | -33.9% | +260.7% | +253.6% |
| All | +247.9% | -35.4% | +283.3% | +263.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling