-48.5%
TE vs TENB
-32.3%
-16.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.9% | -1.9% | -4.2% |
| 7D | +0.9% | -7.1% | +8.0% | +4.8% |
| 30D | -16.3% | -15.4% | -0.9% | -9.5% |
| 3M | -40.8% | +19.5% | -60.3% | -47.3% |
| 6M | -42.6% | +54.8% | -97.4% | -55.6% |
| YTD | -31.4% | +36.1% | -67.6% | -44.5% |
| 1Y | +144.9% | +7.0% | +137.9% | +126.4% |
| 3Y | -26.0% | -27.6% | +1.6% | -17.4% |
| 5Y | -48.5% | -30.5% | -18.0% | -41.3% |
| All | -48.5% | -32.3% | -16.2% | -41.3% |
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 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