-3.4%
W vs TENB
+29.2%
-32.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.3% |
| 7D | -7.4% | -9.3% | +1.9% | -1.8% |
| 30D | +7.8% | +5.3% | +2.5% | +3.9% |
| 3M | +10.9% | +13.5% | -2.6% | -1.5% |
| 6M | +86.4% | +101.5% | -15.0% | +9.5% |
| YTD | +14.0% | +82.4% | -68.5% | -31.0% |
| 1Y | +3.5% | +53.0% | -49.5% | -29.7% |
| 3Y | +164.8% | +14.8% | +150.0% | +116.5% |
| 5Y | -53.1% | -21.2% | -32.0% | -52.6% |
| All | -3.4% | +29.2% | -32.6% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling