-1.4%
TENB vs BOXX
+4.0%
-5.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -5.8% |
| 7D | -12.1% | +0.1% | -12.1% | -11.9% |
| 30D | -18.6% | +0.3% | -18.9% | -17.3% |
| 3M | +12.1% | +1.0% | +11.0% | +20.3% |
| 6M | +46.8% | +1.9% | +44.9% | +58.4% |
| YTD | +28.0% | +2.7% | +25.3% | +37.7% |
| 1Y | -1.4% | +4.0% | -5.4% | +20.6% |
| All | -1.4% | +4.0% | -5.4% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling