+495.0%
TLN vs TENB
-24.7%
+519.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.9% |
| 7D | +10.9% | -5.0% | +15.9% | +11.5% |
| 30D | -6.3% | -7.4% | +1.1% | -5.8% |
| 3M | -10.7% | +22.3% | -33.0% | -14.2% |
| 6M | +1.6% | +60.2% | -58.5% | -7.4% |
| YTD | -13.1% | +43.2% | -56.3% | -19.5% |
| 1Y | -15.1% | +8.2% | -23.2% | -16.5% |
| 3Y | +495.0% | -23.8% | +518.8% | +507.9% |
| All | +495.0% | -24.7% | +519.7% | +507.9% |
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