-29.7%
TENB vs TCOM
+7.1%
-36.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.7% |
| 7D | -7.1% | -6.5% | -0.6% | -6.3% |
| 30D | -15.4% | -16.2% | +0.9% | -13.4% |
| 3M | +19.5% | -19.3% | +38.8% | +22.8% |
| 6M | +54.8% | -27.2% | +82.0% | +61.4% |
| YTD | +36.1% | -46.2% | +82.3% | +47.0% |
| 1Y | +7.0% | -46.6% | +53.6% | +15.6% |
| All | -29.7% | +7.1% | -36.9% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling