-13.9%
TLT vs TENB
-9.4%
-4.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +0.1% |
| 7D | -1.6% | -12.1% | +10.5% | -1.6% |
| 30D | -1.1% | -18.6% | +17.5% | -1.0% |
| 3M | -4.9% | +12.1% | -16.9% | -4.9% |
| 6M | -5.0% | +46.8% | -51.8% | -5.2% |
| YTD | -4.4% | +28.0% | -32.3% | -4.5% |
| 1Y | -6.4% | -1.4% | -5.0% | -6.4% |
| 3Y | -2.0% | -33.9% | +31.9% | -2.0% |
| 5Y | -35.0% | -34.6% | -0.4% | -34.9% |
| All | -13.9% | -9.4% | -4.5% | -9.6% |
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