+34.7%
TENB vs TAP
-20.7%
+55.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.1% |
| 7D | -3.3% | +1.3% | -4.5% | -3.4% |
| 30D | +6.9% | +5.7% | +1.2% | +6.0% |
| 3M | +1.8% | -1.9% | +3.7% | +1.9% |
| 6M | +98.1% | +0.9% | +97.1% | +96.9% |
| YTD | +73.2% | -9.5% | +82.7% | +74.3% |
| 1Y | +50.7% | -9.0% | +59.6% | +51.4% |
| 3Y | +9.3% | -22.2% | +31.6% | +11.8% |
| 5Y | -25.1% | +1.2% | -26.4% | -27.8% |
| All | +34.7% | -20.7% | +55.5% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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