-33.9%
TENB vs TKO
+102.7%
-136.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.3% | -6.1% |
| 7D | -12.1% | +2.3% | -14.4% | -12.5% |
| 30D | -18.6% | -2.5% | -16.1% | -18.3% |
| 3M | +12.1% | -10.6% | +22.7% | +14.1% |
| 6M | +46.8% | -5.1% | +51.9% | +47.3% |
| YTD | +28.0% | -8.2% | +36.2% | +29.0% |
| 1Y | -1.4% | -4.4% | +3.0% | -1.6% |
| 3Y | -33.9% | +100.4% | -134.3% | -41.3% |
| All | -33.9% | +102.7% | -136.6% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling