-1.4%
TENB vs NWSA
+3.0%
-4.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | -12.1% | -2.8% | -9.3% | -11.0% |
| 30D | -18.6% | +3.0% | -21.7% | -19.6% |
| 3M | +12.1% | +12.3% | -0.3% | +6.5% |
| 6M | +46.8% | +21.9% | +24.9% | +33.8% |
| YTD | +28.0% | +13.6% | +14.4% | +21.2% |
| 1Y | -1.4% | +0.5% | -1.9% | -4.2% |
| All | -1.4% | +3.0% | -4.4% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling