+122.7%
TT vs TENB
-24.7%
+147.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +1.6% | -5.0% | +6.6% | +1.9% |
| 30D | -7.3% | -7.4% | +0.1% | -6.9% |
| 3M | -2.6% | +22.3% | -24.9% | -4.4% |
| 6M | +5.9% | +60.2% | -54.3% | +1.0% |
| YTD | +15.4% | +43.2% | -27.8% | +11.6% |
| 1Y | +8.2% | +8.2% | +0.1% | +10.4% |
| 3Y | +122.7% | -23.8% | +146.4% | +138.3% |
| All | +122.7% | -24.7% | +147.4% | +138.3% |
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