-33.9%
TENB vs BNS
+130.5%
-164.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.2% |
| 7D | -12.1% | -0.4% | -11.7% | -12.0% |
| 30D | -18.6% | +3.5% | -22.1% | -19.4% |
| 3M | +12.1% | +14.1% | -2.0% | +7.9% |
| 6M | +46.8% | +33.8% | +13.0% | +34.6% |
| YTD | +28.0% | +29.5% | -1.5% | +18.4% |
| 1Y | -1.4% | +48.4% | -49.8% | -12.9% |
| 3Y | -33.9% | +129.6% | -163.5% | -42.7% |
| All | -33.9% | +130.5% | -164.4% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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