-34.0%
Z vs TENB
-24.1%
-9.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -3.0% | -9.1% | +6.1% | +0.4% |
| 30D | -4.2% | -4.9% | +0.7% | -2.8% |
| 3M | -3.7% | +16.9% | -20.6% | -11.5% |
| 6M | -24.5% | +68.0% | -92.5% | -41.8% |
| YTD | -49.3% | +45.6% | -94.9% | -58.4% |
| 1Y | -58.7% | +12.7% | -71.4% | -61.7% |
| All | -34.0% | -24.1% | -9.8% | -31.1% |
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