+1,147.2%
TSM vs TENB
-9.4%
+1,156.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +2.6% |
| 7D | +1.0% | -12.1% | +13.1% | +4.0% |
| 30D | +1.0% | -18.6% | +19.6% | +5.2% |
| 3M | +2.9% | +12.1% | -9.2% | -1.8% |
| 6M | +22.8% | +46.8% | -24.0% | +8.3% |
| YTD | +43.3% | +28.0% | +15.3% | +29.9% |
| 1Y | +69.2% | -1.4% | +70.6% | +64.0% |
| 3Y | +404.5% | -33.9% | +438.4% | +429.7% |
| 5Y | +282.2% | -34.6% | +316.8% | +279.5% |
| All | +1,147.2% | -9.4% | +1,156.7% | +889.6% |
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