+269.4%
TEVA vs TENB
-34.6%
+304.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.0% | +8.0% | +2.4% |
| 7D | +2.0% | -12.1% | +14.1% | +2.8% |
| 30D | +1.0% | -18.6% | +19.6% | +2.2% |
| 3M | +7.3% | +12.1% | -4.7% | +5.7% |
| 6M | +21.7% | +46.8% | -25.1% | +16.4% |
| YTD | +18.8% | +28.0% | -9.1% | +15.1% |
| 1Y | +86.5% | -1.4% | +87.9% | +86.3% |
| 3Y | +269.4% | -33.9% | +303.4% | +280.3% |
| All | +269.4% | -34.6% | +304.0% | +280.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling