+46.9%
ULTA vs TENB
-35.4%
+82.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.1% | +3.0% |
| 7D | -3.1% | -12.1% | +9.0% | -1.1% |
| 30D | +2.8% | -18.6% | +21.4% | +5.8% |
| 3M | +14.8% | +12.1% | +2.7% | +10.5% |
| 6M | -16.2% | +46.8% | -63.0% | -24.2% |
| YTD | -9.6% | +28.0% | -37.6% | -16.4% |
| 1Y | +4.8% | -1.4% | +6.2% | +2.3% |
| 3Y | +30.7% | -33.9% | +64.6% | +35.6% |
| All | +46.9% | -35.4% | +82.3% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling