-0.3%
TENB vs TW
+209.8%
-210.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | -7.1% | -2.7% | -4.4% | -5.9% |
| 30D | -15.4% | -1.7% | -13.6% | -14.6% |
| 3M | +19.5% | +1.6% | +17.9% | +17.6% |
| 6M | +54.8% | -17.7% | +72.5% | +68.4% |
| YTD | +36.1% | -4.3% | +40.5% | +37.0% |
| 1Y | +7.0% | -13.1% | +20.1% | +12.6% |
| 3Y | -27.6% | +20.3% | -47.9% | -38.4% |
| 5Y | -30.5% | +22.0% | -52.4% | -42.7% |
| All | -0.3% | +209.8% | -210.2% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling