-9.7%
TRU vs TENB
+11.6%
-21.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.7% |
| 7D | -6.8% | -9.1% | +2.3% | -4.3% |
| 30D | 0.0% | -4.9% | +4.9% | +0.9% |
| 3M | +13.3% | +16.9% | -3.6% | +4.2% |
| 6M | +3.4% | +68.0% | -64.5% | -19.1% |
| YTD | -6.4% | +45.6% | -51.9% | -21.1% |
| 1Y | -9.7% | +12.7% | -22.4% | -13.9% |
| All | -9.7% | +11.6% | -21.3% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling