+201.5%
SPY vs TENB
+22.6%
+178.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +2.6% | -3.3% | +5.8% | +3.2% |
| 30D | -2.0% | +6.9% | -8.9% | -3.5% |
| 3M | -2.8% | +1.8% | -4.6% | -4.3% |
| 6M | +2.1% | +98.1% | -95.9% | -13.0% |
| YTD | +11.5% | +73.2% | -61.7% | -3.5% |
| 1Y | +13.5% | +50.7% | -37.2% | +1.1% |
| 3Y | +77.7% | +9.3% | +68.4% | +66.7% |
| 5Y | +72.6% | -25.1% | +97.7% | +66.7% |
| All | +201.5% | +22.6% | +178.8% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling