+253.2%
SPYG vs TENB
+1.3%
+251.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.3% | -1.7% | +2.0% | +0.7% |
| 30D | -1.7% | -8.3% | +6.6% | -0.2% |
| 3M | +3.6% | +26.2% | -22.5% | -3.4% |
| 6M | +16.6% | +60.2% | -43.6% | +1.5% |
| YTD | +13.4% | +43.1% | -29.7% | +0.8% |
| 1Y | +19.6% | +9.4% | +10.2% | +13.4% |
| 3Y | +99.8% | -23.9% | +123.6% | +102.5% |
| 5Y | +85.0% | -28.2% | +113.2% | +81.0% |
| All | +253.2% | +1.3% | +251.9% | +173.8% |
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