+163.4%
TMO vs TENB
-3.6%
+167.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.5% |
| 7D | -2.5% | -7.1% | +4.7% | -1.1% |
| 30D | -0.3% | -15.4% | +15.1% | +2.5% |
| 3M | +25.3% | +19.5% | +5.7% | +18.8% |
| 6M | +20.9% | +54.8% | -34.0% | +7.6% |
| YTD | +4.3% | +36.1% | -31.8% | -5.1% |
| 1Y | +27.0% | +7.0% | +20.1% | +21.5% |
| 3Y | +17.5% | -27.6% | +45.1% | +19.4% |
| 5Y | +6.9% | -30.5% | +37.4% | +4.7% |
| All | +163.4% | -3.6% | +167.0% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling