-52.5%
Z vs TENB
+29.2%
-81.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.8% |
| 7D | -13.1% | -9.3% | -3.8% | -9.5% |
| 30D | +5.9% | +5.3% | +0.6% | +3.0% |
| 3M | -13.7% | +13.5% | -27.1% | -19.9% |
| 6M | -27.1% | +101.5% | -128.6% | -48.2% |
| YTD | -56.8% | +82.4% | -139.2% | -68.4% |
| 1Y | -60.2% | +53.0% | -113.3% | -68.7% |
| 3Y | -19.7% | +14.8% | -34.5% | -30.0% |
| 5Y | -53.7% | -21.2% | -32.5% | -56.0% |
| All | -52.5% | +29.2% | -81.6% | -69.2% |
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