-37.6%
TENB vs DVA
+46.8%
-84.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | -12.1% | -1.3% | -10.8% | -12.0% |
| 30D | -18.6% | 0.0% | -18.6% | -18.6% |
| 3M | +12.1% | -10.9% | +23.0% | +12.8% |
| 6M | +46.8% | +17.3% | +29.5% | +43.3% |
| YTD | +28.0% | +59.8% | -31.8% | +19.1% |
| 1Y | -1.4% | +36.3% | -37.7% | -5.8% |
| 3Y | -33.9% | +88.6% | -122.5% | -41.1% |
| All | -37.6% | +46.8% | -84.4% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling