-22.7%
TENB vs ZYBT
-58.9%
+36.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -6.0% |
| 7D | -12.1% | -3.7% | -8.4% | -12.1% |
| 30D | -18.6% | 0.0% | -18.6% | -18.6% |
| 3M | +12.1% | +72.2% | -60.2% | +17.5% |
| 6M | +46.8% | +103.1% | -56.3% | +52.2% |
| YTD | +28.0% | +34.8% | -6.8% | +33.5% |
| 1Y | -1.4% | -83.2% | +81.8% | +5.8% |
| All | -22.7% | -58.9% | +36.2% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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