+13.2%
TENB vs SPY
+207.2%
-193.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -9.1% | +0.1% | -9.2% | -9.2% |
| 30D | -4.9% | +0.1% | -4.9% | -4.8% |
| 3M | +16.9% | +2.0% | +14.9% | +14.6% |
| 6M | +68.0% | +13.0% | +55.0% | +45.0% |
| YTD | +45.6% | +13.5% | +32.0% | +25.3% |
| 1Y | +12.7% | +20.0% | -7.2% | -9.4% |
| 3Y | -24.4% | +77.2% | -101.6% | -62.9% |
| 5Y | -26.7% | +81.9% | -108.6% | -64.4% |
| All | +13.2% | +207.2% | -193.9% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling