+11.4%
TENB vs ARWR
+403.9%
-392.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -5.0% | +2.9% | -7.9% | -5.5% |
| 30D | -7.4% | -2.9% | -4.5% | -7.0% |
| 3M | +22.3% | +15.2% | +7.0% | +18.0% |
| 6M | +60.2% | +42.3% | +17.9% | +46.8% |
| YTD | +43.2% | +28.2% | +15.0% | +33.3% |
| 1Y | +8.2% | +213.2% | -205.1% | -17.7% |
| 3Y | -23.8% | +184.6% | -208.4% | -46.3% |
| 5Y | -26.9% | +29.2% | -56.1% | -41.9% |
| All | +11.4% | +403.9% | -392.5% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ARWR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling