+134.9%
TSCO vs TENB
-9.4%
+144.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | -0.5% |
| 7D | -5.7% | -12.1% | +6.4% | -3.7% |
| 30D | -8.8% | -18.6% | +9.9% | -5.9% |
| 3M | +6.3% | +12.1% | -5.7% | +3.1% |
| 6M | -32.3% | +46.8% | -79.1% | -38.1% |
| YTD | -32.7% | +28.0% | -60.7% | -37.2% |
| 1Y | -43.7% | -1.4% | -42.3% | -44.9% |
| 3Y | -19.7% | -33.9% | +14.3% | -16.8% |
| 5Y | -11.6% | -34.6% | +23.0% | -12.0% |
| All | +134.9% | -9.4% | +144.3% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling