+13.2%
TENB vs COO
+8.9%
+4.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | -9.1% | -2.2% | -6.9% | -8.0% |
| 30D | -4.9% | -7.0% | +2.2% | -1.3% |
| 3M | +16.9% | +12.2% | +4.7% | +8.5% |
| 6M | +68.0% | -15.1% | +83.1% | +81.0% |
| YTD | +45.6% | -15.1% | +60.7% | +57.0% |
| 1Y | +12.7% | +2.3% | +10.4% | +8.6% |
| 3Y | -24.4% | -23.7% | -0.7% | -19.0% |
| 5Y | -26.7% | -38.9% | +12.2% | -10.5% |
| All | +13.2% | +8.9% | +4.4% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling