+203.3%
TPR vs TENB
+1.4%
+201.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.3% |
| 7D | -3.4% | -5.0% | +1.6% | -2.1% |
| 30D | -27.3% | -7.4% | -19.9% | -26.8% |
| 3M | -16.2% | +22.3% | -38.5% | -22.8% |
| 6M | -17.9% | +60.2% | -78.1% | -30.9% |
| YTD | -7.1% | +43.2% | -50.3% | -20.0% |
| 1Y | +13.6% | +8.2% | +5.5% | +6.1% |
| 3Y | +293.7% | -23.8% | +317.5% | +295.3% |
| 5Y | +239.1% | -26.9% | +266.0% | +224.0% |
| All | +203.3% | +1.4% | +201.9% | +110.8% |
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