-33.9%
TENB vs BG
+18.0%
-51.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.2% | -6.0% |
| 7D | -12.1% | +3.1% | -15.2% | -12.1% |
| 30D | -18.6% | +10.2% | -28.9% | -18.9% |
| 3M | +12.1% | -1.7% | +13.7% | +12.7% |
| 6M | +46.8% | +1.0% | +45.8% | +47.0% |
| YTD | +28.0% | +39.9% | -11.9% | +22.3% |
| 1Y | -1.4% | +53.2% | -54.6% | -7.4% |
| 3Y | -33.9% | +16.3% | -50.2% | -36.4% |
| All | -33.9% | +18.0% | -51.9% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling