+99.2%
WMT vs TENB
-30.4%
+129.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | 0.0% |
| 7D | -2.5% | -7.1% | +4.7% | -2.4% |
| 30D | -6.4% | -15.4% | +8.9% | -6.2% |
| 3M | -12.1% | +19.5% | -31.6% | -12.6% |
| 6M | -15.0% | +54.8% | -69.8% | -16.3% |
| YTD | -4.5% | +36.1% | -40.6% | -5.3% |
| 1Y | +6.2% | +7.0% | -0.8% | +7.6% |
| All | +99.2% | -30.4% | +129.6% | +103.9% |
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