+135.9%
WMT vs TENB
-35.4%
+171.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +1.6% |
| 7D | 0.0% | -12.1% | +12.1% | +0.5% |
| 30D | -7.4% | -18.6% | +11.2% | -6.7% |
| 3M | -10.9% | +12.1% | -22.9% | -11.7% |
| 6M | -12.7% | +46.8% | -59.5% | -15.1% |
| YTD | -3.2% | +28.0% | -31.2% | -5.1% |
| 1Y | +5.3% | -1.4% | +6.7% | +5.2% |
| 3Y | +101.9% | -33.9% | +135.8% | +105.5% |
| All | +135.9% | -35.4% | +171.3% | +135.3% |
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