-19.2%
TRI vs TENB
-34.6%
+15.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +3.0% |
| 7D | -7.9% | -12.1% | +4.2% | -5.4% |
| 30D | -4.5% | -18.6% | +14.1% | -0.6% |
| 3M | +22.1% | +12.1% | +10.0% | +16.9% |
| 6M | -2.8% | +46.8% | -49.6% | -13.5% |
| YTD | -23.4% | +28.0% | -51.4% | -30.8% |
| 1Y | -41.5% | -1.4% | -40.1% | -45.9% |
| 3Y | -19.2% | -33.9% | +14.7% | -22.0% |
| All | -19.2% | -34.6% | +15.4% | -22.0% |
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