-0.5%
TENB vs SHAK
-2.6%
+2.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.2% | -9.2% | -6.8% |
| 7D | -12.1% | -8.3% | -3.8% | -10.1% |
| 30D | -18.6% | -12.6% | -6.0% | -15.9% |
| 3M | +12.1% | +9.1% | +2.9% | +8.1% |
| 6M | +46.8% | -31.2% | +78.1% | +56.7% |
| YTD | +28.0% | -21.6% | +49.5% | +30.7% |
| 1Y | -1.4% | -38.8% | +37.4% | +7.8% |
| 3Y | -33.9% | +0.6% | -34.6% | -42.4% |
| 5Y | -34.6% | -22.5% | -12.1% | -41.5% |
| All | -0.5% | -2.6% | +2.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling