+522.8%
TER vs TENB
+23.5%
+499.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.5% |
| 7D | +24.0% | -7.0% | +31.0% | +26.6% |
| 30D | -30.6% | -0.6% | -30.1% | -30.6% |
| 3M | -34.5% | +10.9% | -45.4% | -38.0% |
| 6M | -26.4% | +95.4% | -121.7% | -43.5% |
| YTD | +36.4% | +74.5% | -38.0% | +5.6% |
| 1Y | +47.4% | +49.2% | -1.8% | +20.8% |
| 3Y | +202.6% | +9.7% | +192.8% | +172.0% |
| 5Y | +83.9% | -24.6% | +108.5% | +77.4% |
| All | +522.8% | +23.5% | +499.3% | +322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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