+21.2%
UL vs TENB
-26.8%
+48.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -3.2% | -1.7% | -1.6% | -3.3% |
| 30D | -0.6% | -8.3% | +7.7% | -0.7% |
| 3M | +9.4% | +26.2% | -16.7% | +10.2% |
| 6M | -4.1% | +60.2% | -64.3% | -3.0% |
| YTD | -2.0% | +43.1% | -45.1% | -0.8% |
| 1Y | -9.0% | +9.4% | -18.3% | -7.8% |
| All | +21.2% | -26.8% | +48.0% | +23.0% |
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