-33.9%
TENB vs GWRE
+50.1%
-84.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.2% |
| 7D | -12.1% | -13.2% | +1.1% | -6.9% |
| 30D | -18.6% | -18.6% | 0.0% | -12.6% |
| 3M | +12.1% | +18.9% | -6.8% | +0.7% |
| 6M | +46.8% | -11.0% | +57.8% | +47.2% |
| YTD | +28.0% | -29.9% | +57.9% | +38.8% |
| 1Y | -1.4% | -44.3% | +42.9% | +16.2% |
| 3Y | -33.9% | +51.7% | -85.6% | -53.9% |
| All | -33.9% | +50.1% | -84.0% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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