+11.5%
SWKS vs TENB
+29.2%
-17.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.3% | +3.6% | +5.3% |
| 7D | +5.7% | -9.3% | +15.0% | +8.6% |
| 30D | +17.3% | +5.3% | +12.0% | +14.9% |
| 3M | +28.3% | +13.5% | +14.8% | +20.2% |
| 6M | +26.1% | +101.5% | -75.4% | -5.2% |
| YTD | +41.1% | +82.4% | -41.4% | +7.5% |
| 1Y | +31.4% | +53.0% | -21.6% | +6.6% |
| 3Y | +7.3% | +14.8% | -7.5% | -4.2% |
| 5Y | -37.7% | -21.2% | -16.5% | -41.0% |
| All | +11.5% | +29.2% | -17.6% | -25.3% |
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