+167.9%
SPOT vs TENB
-9.4%
+177.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +2.6% |
| 7D | -3.1% | -12.1% | +9.0% | +0.6% |
| 30D | +7.4% | -18.6% | +26.0% | +13.1% |
| 3M | +8.2% | +12.1% | -3.9% | +1.3% |
| 6M | +2.2% | +46.8% | -44.6% | -13.7% |
| YTD | -9.5% | +28.0% | -37.4% | -20.4% |
| 1Y | -23.8% | -1.4% | -22.4% | -27.3% |
| 3Y | +233.5% | -33.9% | +267.4% | +251.3% |
| 5Y | +112.2% | -34.6% | +146.8% | +114.7% |
| All | +167.9% | -9.4% | +177.3% | +121.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling