+346.2%
TSM vs TENB
+15.3%
+330.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +1.9% | +3.9% |
| 7D | +4.4% | -9.3% | +13.8% | +6.0% |
| 30D | -7.0% | +5.3% | -12.3% | -7.7% |
| 3M | -1.8% | +13.5% | -15.3% | -3.9% |
| 6M | +2.7% | +101.5% | -98.8% | -11.0% |
| YTD | +37.1% | +82.4% | -45.4% | +21.2% |
| 1Y | +43.5% | +53.0% | -9.6% | +34.0% |
| All | +346.2% | +15.3% | +330.9% | +358.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling