+5.9%
TENB vs NWSA
+111.9%
-106.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.5% |
| 7D | -7.1% | -4.8% | -2.4% | -4.9% |
| 30D | -15.4% | +3.0% | -18.3% | -16.5% |
| 3M | +19.5% | +9.3% | +10.2% | +14.4% |
| 6M | +54.8% | +23.2% | +31.6% | +39.5% |
| YTD | +36.1% | +13.3% | +22.8% | +27.5% |
| 1Y | +7.0% | +2.9% | +4.1% | +4.6% |
| 3Y | -27.6% | +43.3% | -70.9% | -39.6% |
| 5Y | -30.5% | +40.9% | -71.3% | -42.8% |
| All | +5.9% | +111.9% | -106.0% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling