+12.9%
TENB vs ADVB
-97.5%
+110.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.2% | -8.8% | -4.6% |
| 7D | -17.0% | -13.9% | -3.1% | -17.1% |
| 30D | +8.2% | -68.1% | +76.3% | +7.5% |
| 3M | +16.5% | -73.4% | +89.9% | +15.7% |
| 6M | +99.1% | -70.8% | +169.9% | +98.1% |
| YTD | +79.0% | -66.1% | +145.1% | +77.7% |
| 1Y | +53.9% | -77.5% | +131.4% | +53.5% |
| All | +12.9% | -97.5% | +110.4% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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