+11.3%
TENB vs DVA
+163.0%
-151.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -1.7% | +2.0% | -3.7% | -2.1% |
| 30D | -8.3% | -0.4% | -7.9% | -8.3% |
| 3M | +26.2% | -7.7% | +33.8% | +27.3% |
| 6M | +60.2% | +20.0% | +40.2% | +51.2% |
| YTD | +43.1% | +61.1% | -18.0% | +23.7% |
| 1Y | +9.4% | +33.9% | -24.5% | -0.7% |
| 3Y | -23.9% | +91.5% | -115.4% | -39.8% |
| 5Y | -28.2% | +41.8% | -70.0% | -39.2% |
| All | +11.3% | +163.0% | -151.7% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling