+407.0%
TSM vs TENB
-26.8%
+433.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.8% | -1.7% | +6.4% | +5.0% |
| 30D | +4.0% | -8.3% | +12.3% | +5.0% |
| 3M | +2.0% | +26.2% | -24.2% | -3.4% |
| 6M | +25.5% | +60.2% | -34.7% | +13.6% |
| YTD | +44.0% | +43.1% | +0.9% | +32.9% |
| 1Y | +75.4% | +9.4% | +66.1% | +73.6% |
| All | +407.0% | -26.8% | +433.8% | +446.8% |
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