+13.2%
TENB vs TAP
-21.4%
+34.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -9.1% | -2.3% | -6.8% | -8.8% |
| 30D | -4.9% | -2.1% | -2.7% | -4.6% |
| 3M | +16.9% | +6.6% | +10.3% | +15.6% |
| 6M | +68.0% | -11.5% | +79.5% | +70.4% |
| YTD | +45.6% | -10.3% | +55.8% | +46.9% |
| 1Y | +12.7% | -14.4% | +27.1% | +14.5% |
| 3Y | -24.4% | -28.3% | +3.9% | -21.5% |
| 5Y | -26.7% | +1.7% | -28.4% | -29.3% |
| All | +13.2% | -21.4% | +34.6% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling