+11.4%
TENB vs BWA
+93.9%
-82.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.0% |
| 7D | -5.0% | +4.3% | -9.3% | -6.3% |
| 30D | -7.4% | -2.9% | -4.5% | -6.7% |
| 3M | +22.3% | -12.4% | +34.7% | +26.5% |
| 6M | +60.2% | +28.6% | +31.6% | +43.9% |
| YTD | +43.2% | +48.2% | -5.0% | +20.0% |
| 1Y | +8.2% | +50.9% | -42.8% | -10.2% |
| 3Y | -23.8% | +72.2% | -95.9% | -41.1% |
| 5Y | -26.9% | +91.1% | -117.9% | -47.1% |
| All | +11.4% | +93.9% | -82.5% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling