-39.5%
TRMB vs TENB
-32.3%
-7.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | +0.6% |
| 7D | -5.4% | -7.1% | +1.7% | -3.2% |
| 30D | -2.0% | -15.4% | +13.4% | +2.8% |
| 3M | +12.3% | +19.5% | -7.2% | +3.1% |
| 6M | -17.6% | +54.8% | -72.4% | -31.9% |
| YTD | -27.5% | +36.1% | -63.6% | -37.6% |
| 1Y | -29.1% | +7.0% | -36.1% | -33.5% |
| 3Y | +11.5% | -27.6% | +39.1% | +16.5% |
| 5Y | -39.5% | -30.5% | -9.0% | -38.7% |
| All | -39.5% | -32.3% | -7.2% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling