-33.9%
TENB vs JAAA
+19.0%
-52.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.3% |
| 7D | -12.1% | +0.1% | -12.2% | -12.4% |
| 30D | -18.6% | +0.5% | -19.2% | -20.4% |
| 3M | +12.1% | +1.3% | +10.8% | +6.2% |
| 6M | +46.8% | +2.8% | +44.0% | +30.8% |
| YTD | +28.0% | +3.3% | +24.7% | +12.0% |
| 1Y | -1.4% | +4.9% | -6.3% | -18.9% |
| 3Y | -33.9% | +19.0% | -52.9% | -53.0% |
| All | -33.9% | +19.0% | -52.9% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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