-37.6%
TENB vs NWSA
+40.0%
-77.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | -12.1% | -2.8% | -9.3% | -10.7% |
| 30D | -18.6% | +3.0% | -21.7% | -19.9% |
| 3M | +12.1% | +12.3% | -0.3% | +4.7% |
| 6M | +46.8% | +21.9% | +24.9% | +30.4% |
| YTD | +28.0% | +13.6% | +14.4% | +18.2% |
| 1Y | -1.4% | +0.5% | -1.9% | -2.6% |
| 3Y | -33.9% | +43.8% | -77.7% | -47.5% |
| All | -37.6% | +40.0% | -77.6% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling