-21.2%
TENB vs COO
-41.3%
+20.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.7% |
| 7D | -9.3% | -2.3% | -7.0% | -8.3% |
| 30D | +5.3% | +13.3% | -8.0% | -0.4% |
| 3M | +13.5% | -18.1% | +31.5% | +23.1% |
| 6M | +101.5% | +6.7% | +94.8% | +90.9% |
| YTD | +82.4% | -23.2% | +105.7% | +103.3% |
| 1Y | +53.0% | -12.3% | +65.3% | +58.7% |
| 3Y | +14.8% | -23.6% | +38.3% | +17.6% |
| 5Y | -21.2% | -38.7% | +17.6% | -8.2% |
| All | -21.2% | -41.3% | +20.2% | -8.2% |
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