+104.7%
TNA vs TENB
-34.6%
+139.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +4.2% |
| 7D | -7.3% | -12.1% | +4.8% | -0.9% |
| 30D | -14.2% | -18.6% | +4.5% | -5.8% |
| 3M | -4.6% | +12.1% | -16.6% | -17.3% |
| 6M | +36.9% | +46.8% | -9.9% | -6.1% |
| YTD | +42.5% | +28.0% | +14.6% | +7.4% |
| 1Y | +45.8% | -1.4% | +47.2% | +41.4% |
| 3Y | +104.7% | -33.9% | +138.6% | +175.3% |
| All | +104.7% | -34.6% | +139.2% | +175.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling