+11.3%
TENB vs BG
+133.2%
-121.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | -8.3% | +10.3% | -18.6% | -11.1% |
| 3M | +26.2% | -1.9% | +28.0% | +25.8% |
| 6M | +60.2% | +5.2% | +54.9% | +55.4% |
| YTD | +43.1% | +41.2% | +1.9% | +25.3% |
| 1Y | +9.4% | +50.5% | -41.2% | -6.9% |
| 3Y | -23.9% | +19.9% | -43.8% | -31.1% |
| 5Y | -28.2% | +86.7% | -114.9% | -46.0% |
| All | +11.3% | +133.2% | -121.9% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling