+34.7%
TENB vs ARWR
+182.9%
-148.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -3.3% | -17.8% | +14.6% | -0.1% |
| 30D | +6.9% | -18.1% | +25.1% | +10.5% |
| 3M | +1.8% | -44.2% | +46.0% | +11.9% |
| 6M | +98.1% | -38.6% | +136.7% | +111.5% |
| YTD | +73.2% | -28.0% | +101.3% | +77.2% |
| 1Y | +50.7% | +16.1% | +34.5% | +38.1% |
| 3Y | +9.3% | +84.0% | -74.6% | -17.8% |
| 5Y | -25.1% | -35.4% | +10.3% | -32.7% |
| All | +34.7% | +182.9% | -148.1% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling