+5.1%
SPGI vs TENB
-28.0%
+33.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | -2.5% | -5.0% | +2.5% | -1.4% |
| 30D | +5.4% | -7.4% | +12.8% | +6.6% |
| 3M | +9.0% | +22.3% | -13.2% | +3.2% |
| 6M | +0.8% | +60.2% | -59.4% | -10.9% |
| YTD | -12.6% | +43.2% | -55.8% | -21.2% |
| 1Y | -16.1% | +8.2% | -24.3% | -19.8% |
| 3Y | +19.0% | -23.8% | +42.8% | +19.6% |
| 5Y | +5.1% | -26.9% | +31.9% | -1.0% |
| All | +5.1% | -28.0% | +33.1% | -1.0% |
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