+86.7%
SPYG vs TENB
-35.4%
+122.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +2.1% |
| 7D | -0.9% | -12.1% | +11.2% | +1.7% |
| 30D | -1.5% | -18.6% | +17.1% | +2.3% |
| 3M | +3.7% | +12.1% | -8.3% | -0.6% |
| 6M | +16.4% | +46.8% | -30.4% | +3.8% |
| YTD | +13.3% | +28.0% | -14.6% | +3.8% |
| 1Y | +17.9% | -1.4% | +19.3% | +15.0% |
| 3Y | +98.3% | -33.9% | +132.3% | +108.6% |
| All | +86.7% | -35.4% | +122.1% | +89.5% |
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