-28.2%
TENB vs COO
-40.5%
+12.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.4% |
| 7D | -5.0% | -2.3% | -2.7% | -4.0% |
| 30D | -7.4% | -8.8% | +1.4% | -3.5% |
| 3M | +22.3% | +1.3% | +20.9% | +20.8% |
| 6M | +60.2% | -11.6% | +71.7% | +68.1% |
| YTD | +43.2% | -17.4% | +60.6% | +55.6% |
| 1Y | +8.2% | -1.6% | +9.8% | +6.9% |
| 3Y | -23.8% | -22.6% | -1.1% | -20.1% |
| All | -28.2% | -40.5% | +12.3% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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