+15.2%
TENB vs TAP
-24.3%
+39.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | -9.3% | -8.0% | -1.3% | -9.4% |
| 30D | +5.3% | +4.1% | +1.2% | +5.3% |
| 3M | +13.5% | -4.4% | +17.8% | +13.6% |
| 6M | +101.5% | -1.9% | +103.4% | +101.9% |
| YTD | +82.4% | -12.1% | +94.5% | +83.7% |
| 1Y | +53.0% | -12.0% | +65.1% | +54.0% |
| All | +15.2% | -24.3% | +39.5% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling