-34.9%
TLT vs TENB
-26.8%
-8.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.3% | -1.7% | +1.4% | -0.2% |
| 30D | 0.0% | -8.3% | +8.2% | +0.2% |
| 3M | -2.9% | +26.2% | -29.0% | -3.8% |
| 6M | -6.3% | +60.2% | -66.4% | -8.0% |
| YTD | -3.3% | +43.1% | -46.4% | -4.8% |
| 1Y | -4.2% | +9.4% | -13.6% | -4.8% |
| 3Y | -1.7% | -23.9% | +22.2% | -1.5% |
| 5Y | -34.9% | -28.2% | -6.6% | -34.5% |
| All | -34.9% | -26.8% | -8.1% | -34.5% |
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 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