+5.9%
TENB vs DAR
+231.2%
-225.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.4% |
| 7D | -7.1% | +0.9% | -8.1% | -7.4% |
| 30D | -15.4% | +6.4% | -21.8% | -17.2% |
| 3M | +19.5% | +13.2% | +6.3% | +14.2% |
| 6M | +54.8% | +26.2% | +28.6% | +42.1% |
| YTD | +36.1% | +84.4% | -48.2% | +10.1% |
| 1Y | +7.0% | +112.0% | -105.1% | -18.3% |
| 3Y | -27.6% | +13.4% | -40.9% | -34.3% |
| 5Y | -30.5% | -6.0% | -24.5% | -34.5% |
| All | +5.9% | +231.2% | -225.3% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling