+249.8%
TPR vs TENB
+26.2%
+223.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.6% |
| 7D | +12.1% | -10.8% | +22.8% | +14.8% |
| 30D | +16.7% | +0.9% | +15.8% | +15.5% |
| 3M | -17.4% | +14.3% | -31.7% | -22.2% |
| 6M | +2.3% | +92.2% | -89.9% | -18.1% |
| YTD | +7.1% | +78.3% | -71.2% | -13.9% |
| 1Y | +29.5% | +49.5% | -20.0% | +9.5% |
| 3Y | +415.0% | +12.2% | +402.9% | +363.2% |
| 5Y | +261.5% | -22.4% | +283.9% | +239.6% |
| All | +249.8% | +26.2% | +223.6% | +126.8% |
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