+306.6%
WMT vs TENB
+1.3%
+305.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.2% | -1.7% | +1.4% | -0.1% |
| 30D | -5.8% | -8.3% | +2.4% | -5.4% |
| 3M | -10.8% | +26.2% | -36.9% | -12.6% |
| 6M | -14.3% | +60.2% | -74.5% | -18.0% |
| YTD | -4.4% | +43.1% | -47.5% | -7.8% |
| 1Y | +4.3% | +9.4% | -5.0% | +2.9% |
| 3Y | +100.1% | -23.9% | +123.9% | +101.3% |
| 5Y | +130.8% | -28.2% | +159.1% | +128.1% |
| All | +306.6% | +1.3% | +305.3% | +257.8% |
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