-0.5%
TENB vs SPY
+204.8%
-205.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.8% | -7.0% |
| 7D | -12.1% | -0.8% | -11.3% | -11.3% |
| 30D | -18.6% | -1.1% | -17.6% | -17.4% |
| 3M | +12.1% | +3.9% | +8.2% | +7.4% |
| 6M | +46.8% | +13.6% | +33.2% | +26.0% |
| YTD | +28.0% | +12.7% | +15.3% | +11.1% |
| 1Y | -1.4% | +17.5% | -18.9% | -18.8% |
| 3Y | -33.9% | +76.9% | -110.8% | -67.6% |
| 5Y | -34.6% | +83.6% | -118.2% | -68.6% |
| All | -0.5% | +204.8% | -205.3% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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