-30.5%
TENB vs SPY
+79.8%
-110.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.1% |
| 7D | -7.1% | -2.0% | -5.1% | -4.8% |
| 30D | -15.4% | -1.7% | -13.7% | -13.4% |
| 3M | +19.5% | +4.7% | +14.8% | +13.4% |
| 6M | +54.8% | +12.5% | +42.3% | +34.3% |
| YTD | +36.1% | +11.7% | +24.4% | +19.4% |
| 1Y | +7.0% | +17.5% | -10.5% | -11.9% |
| 3Y | -27.6% | +76.6% | -104.1% | -65.6% |
| 5Y | -30.5% | +82.0% | -112.5% | -67.7% |
| All | -30.5% | +79.8% | -110.2% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling