+731.6%
TLN vs TENB
-0.9%
+732.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +2.5% |
| 7D | +22.3% | -7.0% | +29.3% | +23.0% |
| 30D | +1.2% | -0.6% | +1.8% | +1.2% |
| 3M | +5.9% | +10.9% | -5.0% | +5.0% |
| 6M | +3.2% | +95.4% | -92.2% | -6.6% |
| YTD | +3.2% | +74.5% | -71.3% | -5.6% |
| 1Y | +5.2% | +49.2% | -44.0% | -0.8% |
| 3Y | +606.3% | +9.7% | +596.5% | +602.1% |
| All | +731.6% | -0.9% | +732.5% | +740.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling