+1,632.0%
TSLA vs TENB
+3.0%
+1,629.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.6% |
| 7D | +1.5% | -9.1% | +10.6% | +5.8% |
| 30D | +10.1% | -4.9% | +15.0% | +11.6% |
| 3M | -15.4% | +16.9% | -32.3% | -22.8% |
| 6M | -12.8% | +68.0% | -80.7% | -34.3% |
| YTD | -21.3% | +45.6% | -66.8% | -37.3% |
| 1Y | +4.6% | +12.7% | -8.1% | -6.6% |
| 3Y | +44.5% | -24.4% | +68.9% | +51.5% |
| 5Y | +44.8% | -26.7% | +71.5% | +45.0% |
| All | +1,632.0% | +3.0% | +1,629.0% | +1,062.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling