-30.5%
TENB vs BWA
+86.5%
-117.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.5% | -5.1% |
| 7D | -7.1% | -0.1% | -7.1% | -7.1% |
| 30D | -15.4% | -5.5% | -9.9% | -14.2% |
| 3M | +19.5% | -7.6% | +27.1% | +21.4% |
| 6M | +54.8% | +25.0% | +29.8% | +40.7% |
| YTD | +36.1% | +47.0% | -10.8% | +13.8% |
| 1Y | +7.0% | +54.0% | -47.0% | -12.5% |
| 3Y | -27.6% | +70.7% | -98.2% | -44.6% |
| 5Y | -30.5% | +86.7% | -117.1% | -53.8% |
| All | -30.5% | +86.5% | -117.0% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling