+95.7%
TT vs TENB
+16.0%
+79.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.7% | +1.0% | +4.5% |
| 7D | +1.7% | -8.0% | +9.7% | +2.1% |
| 30D | -11.8% | +5.0% | -16.8% | -12.1% |
| 3M | -12.6% | +20.0% | -32.6% | -13.2% |
| 6M | -9.4% | +100.0% | -109.4% | -13.7% |
| YTD | +8.8% | +85.6% | -76.8% | +4.7% |
| 1Y | -2.5% | +57.8% | -60.3% | -3.0% |
| 3Y | +95.7% | +17.6% | +78.0% | +106.9% |
| All | +95.7% | +16.0% | +79.7% | +106.9% |
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