+310.3%
TPR vs TENB
-25.3%
+335.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -2.3% | -9.1% | +6.8% | -1.4% |
| 30D | -23.0% | -4.9% | -18.1% | -22.9% |
| 3M | -12.5% | +16.9% | -29.4% | -16.2% |
| 6M | -21.4% | +68.0% | -89.4% | -30.3% |
| YTD | -3.5% | +45.6% | -49.1% | -12.0% |
| 1Y | +17.4% | +12.7% | +4.6% | +14.3% |
| All | +310.3% | -25.3% | +335.6% | +312.2% |
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