+5.9%
TENB vs TKO
+155.4%
-149.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.7% |
| 7D | -7.1% | +0.1% | -7.2% | -7.2% |
| 30D | -15.4% | -2.6% | -12.7% | -14.9% |
| 3M | +19.5% | -7.8% | +27.3% | +21.5% |
| 6M | +54.8% | -7.0% | +61.8% | +56.6% |
| YTD | +36.1% | -8.5% | +44.7% | +37.9% |
| 1Y | +7.0% | -1.3% | +8.3% | +5.9% |
| 3Y | -27.6% | +105.0% | -132.5% | -42.4% |
| 5Y | -30.5% | +292.9% | -323.4% | -55.2% |
| All | +5.9% | +155.4% | -149.5% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling