-33.9%
TENB vs DVA
+89.6%
-123.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | -12.1% | -1.3% | -10.8% | -12.1% |
| 30D | -18.6% | 0.0% | -18.6% | -18.6% |
| 3M | +12.1% | -10.9% | +23.0% | +12.1% |
| 6M | +46.8% | +17.3% | +29.5% | +45.6% |
| YTD | +28.0% | +59.8% | -31.8% | +23.6% |
| 1Y | -1.4% | +36.3% | -37.7% | -2.3% |
| 3Y | -33.9% | +88.6% | -122.5% | -36.6% |
| All | -33.9% | +89.6% | -123.6% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling