+1,051.0%
TSM vs TENB
+22.6%
+1,028.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +6.2% | -3.3% | +9.5% | +7.0% |
| 30D | -7.3% | +6.9% | -14.2% | -8.9% |
| 3M | -7.1% | +1.8% | -9.0% | -8.8% |
| 6M | +0.2% | +98.1% | -97.8% | -17.7% |
| YTD | +32.2% | +73.2% | -41.0% | +10.7% |
| 1Y | +42.8% | +50.7% | -7.9% | +23.9% |
| 3Y | +330.4% | +9.3% | +321.1% | +299.0% |
| 5Y | +263.9% | -25.1% | +289.1% | +250.3% |
| All | +1,051.0% | +22.6% | +1,028.4% | +743.5% |
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