+5.9%
TENB vs BTG
+170.7%
-164.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.6% |
| 7D | -7.1% | -5.5% | -1.7% | -6.6% |
| 30D | -15.4% | +6.1% | -21.5% | -16.0% |
| 3M | +19.5% | +38.6% | -19.1% | +14.5% |
| 6M | +54.8% | +0.7% | +54.1% | +53.1% |
| YTD | +36.1% | +20.3% | +15.8% | +30.5% |
| 1Y | +7.0% | +25.0% | -18.1% | +1.4% |
| 3Y | -27.6% | +97.3% | -124.9% | -37.1% |
| 5Y | -30.5% | +78.3% | -108.8% | -39.3% |
| All | +5.9% | +170.7% | -164.8% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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