+71.3%
T vs TENB
+22.6%
+48.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +2.5% | -3.3% | +5.8% | +2.7% |
| 30D | -3.8% | +6.9% | -10.7% | -4.3% |
| 3M | -8.7% | +1.8% | -10.6% | -9.2% |
| 6M | -8.1% | +98.1% | -106.2% | -13.1% |
| YTD | -6.4% | +73.2% | -79.7% | -10.9% |
| 1Y | -9.8% | +50.7% | -60.4% | -13.1% |
| 3Y | +65.5% | +9.3% | +56.2% | +61.7% |
| 5Y | +57.0% | -25.1% | +82.1% | +54.7% |
| All | +71.3% | +22.6% | +48.7% | +46.3% |
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