-37.6%
TENB vs TKO
+291.2%
-328.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.3% | -6.1% |
| 7D | -12.1% | +2.3% | -14.4% | -12.6% |
| 30D | -18.6% | -2.5% | -16.1% | -18.2% |
| 3M | +12.1% | -10.6% | +22.7% | +14.8% |
| 6M | +46.8% | -5.1% | +51.9% | +47.6% |
| YTD | +28.0% | -8.2% | +36.2% | +29.5% |
| 1Y | -1.4% | -4.4% | +3.0% | -1.6% |
| 3Y | -33.9% | +100.4% | -134.3% | -47.2% |
| All | -37.6% | +291.2% | -328.8% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling