-0.5%
TENB vs GWRE
+52.7%
-53.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.3% |
| 7D | -12.1% | -13.2% | +1.1% | -4.9% |
| 30D | -18.6% | -18.6% | 0.0% | -10.3% |
| 3M | +12.1% | +18.9% | -6.8% | -3.3% |
| 6M | +46.8% | -11.0% | +57.8% | +48.2% |
| YTD | +28.0% | -29.9% | +57.9% | +47.9% |
| 1Y | -1.4% | -44.3% | +42.9% | +30.8% |
| 3Y | -33.9% | +51.7% | -85.6% | -59.4% |
| 5Y | -34.6% | +15.4% | -50.1% | -52.5% |
| All | -0.5% | +52.7% | -53.1% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling