+19.0%
SPGI vs TENB
-24.7%
+43.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | -2.5% | -5.0% | +2.5% | -1.7% |
| 30D | +5.4% | -7.4% | +12.8% | +6.4% |
| 3M | +9.0% | +22.3% | -13.2% | +4.5% |
| 6M | +0.8% | +60.2% | -59.4% | -8.9% |
| YTD | -12.6% | +43.2% | -55.8% | -19.8% |
| 1Y | -16.1% | +8.2% | -24.3% | -19.9% |
| 3Y | +19.0% | -23.8% | +42.8% | +17.9% |
| All | +19.0% | -24.7% | +43.7% | +17.9% |
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