+13.2%
TENB vs ARWR
+411.2%
-398.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -9.1% | +1.7% | -10.8% | -9.4% |
| 30D | -4.9% | -0.7% | -4.2% | -4.9% |
| 3M | +16.9% | +14.9% | +2.1% | +12.9% |
| 6M | +68.0% | +32.6% | +35.3% | +56.0% |
| YTD | +45.6% | +30.0% | +15.5% | +35.1% |
| 1Y | +12.7% | +208.4% | -195.6% | -13.9% |
| 3Y | -24.4% | +208.8% | -233.2% | -47.8% |
| 5Y | -26.7% | +27.8% | -54.5% | -41.6% |
| All | +13.2% | +411.2% | -398.0% | -41.5% |
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