-48.5%
TE vs TENB
+29.8%
-78.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.6% | +11.6% | +10.6% |
| 7D | +18.2% | -5.0% | +23.2% | +20.4% |
| 30D | -13.5% | -7.4% | -6.1% | -11.6% |
| 3M | -44.6% | +22.3% | -66.9% | -49.1% |
| 6M | -24.7% | +60.2% | -84.9% | -37.3% |
| YTD | -24.3% | +43.2% | -67.5% | -35.3% |
| 1Y | +155.6% | +8.2% | +147.4% | +141.6% |
| 3Y | -18.3% | -23.8% | +5.5% | -13.7% |
| 5Y | -41.3% | -26.9% | -14.4% | -37.4% |
| All | -48.5% | +29.8% | -78.3% | -47.0% |
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