-33.9%
TENB vs NTRS
+168.2%
-202.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -6.4% |
| 7D | -12.1% | +1.4% | -13.5% | -12.6% |
| 30D | -18.6% | -0.7% | -18.0% | -18.5% |
| 3M | +12.1% | +11.3% | +0.7% | +7.3% |
| 6M | +46.8% | +35.5% | +11.3% | +29.4% |
| YTD | +28.0% | +40.6% | -12.6% | +11.2% |
| 1Y | -1.4% | +49.2% | -50.6% | -16.5% |
| 3Y | -33.9% | +167.2% | -201.2% | -50.5% |
| All | -33.9% | +168.2% | -202.1% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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