+278.9%
TSM vs TENB
-21.4%
+300.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +1.9% | +3.8% |
| 7D | +4.4% | -9.3% | +13.8% | +6.4% |
| 30D | -7.0% | +5.3% | -12.3% | -8.0% |
| 3M | -1.8% | +13.5% | -15.3% | -5.0% |
| 6M | +2.7% | +101.5% | -98.8% | -13.1% |
| YTD | +37.1% | +82.4% | -45.4% | +17.3% |
| 1Y | +43.5% | +53.0% | -9.6% | +28.1% |
| 3Y | +341.5% | +14.8% | +326.8% | +315.9% |
| 5Y | +278.9% | -21.2% | +300.0% | +273.4% |
| All | +278.9% | -21.4% | +300.2% | +273.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling