+5.9%
TENB vs WTW
+115.4%
-109.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.1% |
| 7D | -7.1% | -7.8% | +0.7% | -3.5% |
| 30D | -15.4% | -7.9% | -7.5% | -12.2% |
| 3M | +19.5% | +19.9% | -0.4% | +8.6% |
| 6M | +54.8% | +9.8% | +45.0% | +46.3% |
| YTD | +36.1% | -3.3% | +39.5% | +35.3% |
| 1Y | +7.0% | -3.3% | +10.3% | +5.8% |
| 3Y | -27.6% | +61.5% | -89.1% | -47.6% |
| 5Y | -30.5% | +42.6% | -73.0% | -46.3% |
| All | +5.9% | +115.4% | -109.6% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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