-0.5%
TENB vs TAP
-24.4%
+24.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -6.2% |
| 7D | -12.1% | -3.9% | -8.2% | -11.6% |
| 30D | -18.6% | -5.3% | -13.4% | -18.1% |
| 3M | +12.1% | -3.8% | +15.8% | +12.4% |
| 6M | +46.8% | -11.4% | +58.2% | +48.7% |
| YTD | +28.0% | -13.7% | +41.7% | +29.8% |
| 1Y | -1.4% | -17.2% | +15.8% | +0.5% |
| 3Y | -33.9% | -33.1% | -0.9% | -30.8% |
| 5Y | -34.6% | +0.8% | -35.4% | -37.0% |
| All | -0.5% | -24.4% | +24.0% | -3.7% |
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