+30.3%
UL vs TENB
-9.4%
+39.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +1.0% |
| 7D | -3.4% | -12.1% | +8.7% | -2.7% |
| 30D | +0.5% | -18.6% | +19.1% | +1.6% |
| 3M | +7.2% | +12.1% | -4.8% | +5.9% |
| 6M | -3.1% | +46.8% | -49.9% | -6.3% |
| YTD | -2.7% | +28.0% | -30.7% | -5.3% |
| 1Y | -10.2% | -1.4% | -8.8% | -10.9% |
| 3Y | +20.3% | -33.9% | +54.2% | +22.1% |
| 5Y | +19.9% | -34.6% | +54.6% | +18.3% |
| All | +30.3% | -9.4% | +39.7% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling