-17.7%
W vs TENB
-3.6%
-14.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | +0.3% |
| 7D | +0.5% | -7.1% | +7.6% | +5.0% |
| 30D | -5.6% | -15.4% | +9.8% | +2.4% |
| 3M | +41.9% | +19.5% | +22.4% | +20.7% |
| 6M | +30.2% | +54.8% | -24.6% | -10.0% |
| YTD | -2.9% | +36.1% | -39.1% | -28.2% |
| 1Y | +11.6% | +7.0% | +4.6% | -3.4% |
| 3Y | +37.0% | -27.6% | +64.5% | +50.3% |
| 5Y | -62.8% | -30.5% | -32.4% | -58.6% |
| All | -17.7% | -3.6% | -14.1% | -43.5% |
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 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