+68.7%
TENB vs TCOM
-39.6%
+108.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.2% |
| 7D | -2.8% | +10.7% | -13.5% | -4.3% |
| 30D | +22.9% | +10.1% | +12.9% | +21.1% |
| 3M | +31.7% | -8.9% | +40.6% | +33.5% |
| 6M | +127.3% | -19.2% | +146.4% | +137.9% |
| YTD | +101.2% | -40.6% | +141.8% | +115.6% |
| 1Y | +68.7% | -39.0% | +107.8% | +80.0% |
| All | +68.7% | -39.6% | +108.3% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling