+73.2%
SPY vs TENB
-25.2%
+98.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.3% |
| 7D | +3.3% | -7.0% | +10.3% | +4.4% |
| 30D | -2.7% | -0.6% | -2.1% | -2.9% |
| 3M | -1.7% | +10.9% | -12.7% | -4.3% |
| 6M | +3.1% | +95.4% | -92.3% | -10.5% |
| YTD | +11.9% | +74.5% | -62.6% | -1.6% |
| 1Y | +12.0% | +49.2% | -37.2% | +1.6% |
| 3Y | +78.2% | +9.7% | +68.4% | +69.4% |
| 5Y | +73.2% | -24.6% | +97.8% | +70.6% |
| All | +73.2% | -25.2% | +98.5% | +70.6% |
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 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