+587.5%
TLN vs TENB
-18.8%
+606.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +5.8% | -1.7% | +7.5% | +6.0% |
| 30D | -6.9% | -8.3% | +1.4% | -6.2% |
| 3M | -10.9% | +26.2% | -37.0% | -14.6% |
| 6M | -4.6% | +60.2% | -64.8% | -12.6% |
| YTD | -14.7% | +43.1% | -57.8% | -20.7% |
| 1Y | -17.9% | +9.4% | -27.3% | -19.7% |
| 3Y | +483.9% | -23.9% | +507.7% | +493.0% |
| All | +587.5% | -18.8% | +606.2% | +606.5% |
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