+35.9%
UL vs TENB
+9.5%
+26.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +1.1% | -3.3% | +4.4% | +1.1% |
| 30D | +4.5% | +6.9% | -2.4% | +4.6% |
| 3M | +6.5% | +1.8% | +4.6% | +6.4% |
| 6M | +18.2% | +98.1% | -79.9% | +19.8% |
| YTD | +4.7% | +73.2% | -68.5% | +6.2% |
| 1Y | +0.8% | +50.7% | -49.9% | +2.4% |
| 3Y | +35.9% | +9.3% | +26.6% | +39.5% |
| All | +35.9% | +9.5% | +26.4% | +39.5% |
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 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