-50.5%
Z vs TENB
+31.4%
-81.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +2.4% |
| 7D | -5.2% | -8.0% | +2.8% | -1.9% |
| 30D | +5.7% | +5.0% | +0.7% | +3.0% |
| 3M | -8.7% | +20.0% | -28.8% | -17.3% |
| 6M | -26.0% | +100.0% | -126.0% | -47.2% |
| YTD | -55.0% | +85.6% | -140.6% | -67.4% |
| 1Y | -58.0% | +57.8% | -115.8% | -67.3% |
| 3Y | -15.2% | +17.6% | -32.8% | -26.8% |
| 5Y | -53.8% | -21.7% | -32.1% | -56.0% |
| All | -50.5% | +31.4% | -81.9% | -68.2% |
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