+146.4%
TGT vs TENB
-9.4%
+155.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +1.0% |
| 7D | -5.2% | -12.1% | +6.9% | -3.3% |
| 30D | +1.2% | -18.6% | +19.8% | +4.2% |
| 3M | +18.4% | +12.1% | +6.3% | +14.3% |
| 6M | +33.4% | +46.8% | -13.4% | +21.7% |
| YTD | +63.8% | +28.0% | +35.8% | +52.4% |
| 1Y | +77.2% | -1.4% | +78.6% | +72.9% |
| 3Y | +41.8% | -33.9% | +75.7% | +46.1% |
| 5Y | -25.5% | -34.6% | +9.1% | -25.7% |
| All | +146.4% | -9.4% | +155.9% | +105.3% |
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 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