-0.5%
TENB vs DVA
+160.9%
-161.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | -12.1% | -1.3% | -10.8% | -11.8% |
| 30D | -18.6% | 0.0% | -18.6% | -18.7% |
| 3M | +12.1% | -10.9% | +23.0% | +13.9% |
| 6M | +46.8% | +17.3% | +29.5% | +39.3% |
| YTD | +28.0% | +59.8% | -31.8% | +10.8% |
| 1Y | -1.4% | +36.3% | -37.7% | -11.0% |
| 3Y | -33.9% | +88.6% | -122.5% | -47.5% |
| 5Y | -34.6% | +47.5% | -82.2% | -45.6% |
| All | -0.5% | +160.9% | -161.3% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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