+233.5%
SPOT vs TENB
-34.6%
+268.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +1.9% |
| 7D | -3.1% | -12.1% | +9.0% | -0.8% |
| 30D | +7.4% | -18.6% | +26.0% | +11.1% |
| 3M | +8.2% | +12.1% | -3.9% | +2.5% |
| 6M | +2.2% | +46.8% | -44.6% | -11.1% |
| YTD | -9.5% | +28.0% | -37.4% | -18.6% |
| 1Y | -23.8% | -1.4% | -22.4% | -27.2% |
| 3Y | +233.5% | -33.9% | +267.4% | +254.4% |
| All | +233.5% | -34.6% | +268.0% | +254.4% |
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