+1,687.6%
TSLA vs TENB
-9.4%
+1,697.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +3.1% |
| 7D | +3.2% | -12.1% | +15.3% | +8.9% |
| 30D | +11.6% | -18.6% | +30.2% | +20.8% |
| 3M | -8.4% | +12.1% | -20.5% | -15.2% |
| 6M | -10.4% | +46.8% | -57.2% | -28.5% |
| YTD | -18.7% | +28.0% | -46.7% | -31.7% |
| 1Y | -0.9% | -1.4% | +0.5% | -6.4% |
| 3Y | +33.6% | -33.9% | +67.5% | +48.1% |
| 5Y | +48.9% | -34.6% | +83.5% | +56.3% |
| All | +1,687.6% | -9.4% | +1,697.0% | +1,165.9% |
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 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