+202.1%
SPY vs TENB
-3.6%
+205.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.3% |
| 7D | -2.0% | -7.1% | +5.1% | -0.6% |
| 30D | -1.7% | -15.4% | +13.7% | +1.1% |
| 3M | +4.7% | +19.5% | -14.8% | -0.3% |
| 6M | +12.5% | +54.8% | -42.3% | +0.7% |
| YTD | +11.7% | +36.1% | -24.4% | +2.1% |
| 1Y | +17.5% | +7.0% | +10.5% | +12.8% |
| 3Y | +76.6% | -27.6% | +104.1% | +80.1% |
| 5Y | +82.0% | -30.5% | +112.5% | +78.7% |
| All | +202.1% | -3.6% | +205.7% | +139.0% |
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 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