-1.4%
TLT vs TENB
+11.6%
-13.0%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -0.4% | -9.1% | +8.7% | -0.3% |
| 30D | -0.6% | -4.9% | +4.3% | -0.5% |
| 3M | -2.7% | +16.9% | -19.7% | -3.0% |
| 6M | -5.6% | +68.0% | -73.6% | -6.7% |
| YTD | -2.8% | +45.6% | -48.3% | -3.1% |
| 1Y | -1.4% | +12.7% | -14.2% | -0.1% |
| All | -1.4% | +11.6% | -13.0% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling