+570.0%
TLN vs TENB
-22.7%
+592.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.3% | -2.0% |
| 7D | +2.0% | -7.1% | +9.1% | +2.8% |
| 30D | -12.9% | -15.4% | +2.4% | -11.5% |
| 3M | -7.4% | +19.5% | -27.0% | -10.8% |
| 6M | -6.0% | +54.8% | -60.9% | -13.7% |
| YTD | -16.9% | +36.1% | -53.0% | -22.3% |
| 1Y | -22.6% | +7.0% | -29.6% | -24.3% |
| 3Y | +469.0% | -27.6% | +496.6% | +481.1% |
| All | +570.0% | -22.7% | +592.7% | +592.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling