-53.1%
Z vs TENB
-24.3%
-28.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +0.8% | -3.3% | +4.1% | +2.1% |
| 30D | +5.2% | +6.9% | -1.7% | +2.1% |
| 3M | -17.0% | +1.8% | -18.9% | -19.4% |
| 6M | -22.7% | +98.1% | -120.7% | -44.3% |
| YTD | -56.3% | +73.2% | -129.5% | -67.1% |
| 1Y | -57.7% | +50.7% | -108.3% | -66.1% |
| 3Y | -16.5% | +9.3% | -25.9% | -25.1% |
| All | -53.1% | -24.3% | -28.8% | -54.7% |
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