-33.8%
TRU vs TENB
-35.4%
+1.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +3.0% |
| 7D | -2.7% | -12.1% | +9.4% | +1.4% |
| 30D | -2.0% | -18.6% | +16.6% | +4.1% |
| 3M | +18.4% | +12.1% | +6.4% | +10.6% |
| 6M | +8.9% | +46.8% | -37.9% | -9.4% |
| YTD | -8.9% | +28.0% | -36.9% | -20.5% |
| 1Y | -15.9% | -1.4% | -14.5% | -19.5% |
| 3Y | -1.1% | -33.9% | +32.9% | +5.6% |
| All | -33.8% | -35.4% | +1.6% | -32.3% |
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