-0.5%
TENB vs TCOM
-8.9%
+8.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.2% |
| 7D | -12.1% | -4.9% | -7.2% | -11.1% |
| 30D | -18.6% | -14.4% | -4.2% | -15.9% |
| 3M | +12.1% | -17.7% | +29.7% | +16.4% |
| 6M | +46.8% | -25.1% | +71.9% | +55.8% |
| YTD | +28.0% | -45.7% | +73.7% | +45.2% |
| 1Y | -1.4% | -47.9% | +46.4% | +12.8% |
| 3Y | -33.9% | +8.9% | -42.9% | -39.4% |
| 5Y | -34.6% | +26.9% | -61.5% | -45.7% |
| All | -0.5% | -8.9% | +8.4% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling