+47.5%
TDY vs TENB
-34.6%
+82.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +1.9% |
| 7D | -1.1% | -12.1% | +11.0% | +0.3% |
| 30D | -12.0% | -18.6% | +6.6% | -10.2% |
| 3M | -3.2% | +12.1% | -15.3% | -6.1% |
| 6M | -7.9% | +46.8% | -54.7% | -14.8% |
| YTD | +18.2% | +28.0% | -9.7% | +11.8% |
| 1Y | +6.7% | -1.4% | +8.1% | +6.8% |
| 3Y | +47.5% | -33.9% | +81.5% | +56.1% |
| All | +47.5% | -34.6% | +82.1% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling