-6.3%
TENB vs TW
+206.7%
-213.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -5.5% |
| 7D | -12.1% | -4.5% | -7.6% | -10.1% |
| 30D | -18.6% | -2.3% | -16.4% | -17.6% |
| 3M | +12.1% | +2.6% | +9.5% | +9.8% |
| 6M | +46.8% | -17.5% | +64.4% | +59.6% |
| YTD | +28.0% | -5.3% | +33.3% | +29.5% |
| 1Y | -1.4% | -14.8% | +13.4% | +4.8% |
| 3Y | -33.9% | +18.8% | -52.8% | -43.5% |
| 5Y | -34.6% | +20.7% | -55.4% | -45.8% |
| All | -6.3% | +206.7% | -213.0% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling