-1.4%
TENB vs TKO
-1.0%
-0.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.3% | -6.0% |
| 7D | -12.1% | +2.3% | -14.4% | -12.4% |
| 30D | -18.6% | -2.5% | -16.1% | -18.1% |
| 3M | +12.1% | -10.6% | +22.7% | +13.3% |
| 6M | +46.8% | -5.1% | +51.9% | +45.9% |
| YTD | +28.0% | -8.2% | +36.2% | +28.1% |
| 1Y | -1.4% | -4.4% | +3.0% | -1.3% |
| All | -1.4% | -1.0% | -0.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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