-44.2%
Z vs TENB
+3.0%
-47.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -3.0% | -9.1% | +6.1% | +0.7% |
| 30D | -4.2% | -4.9% | +0.7% | -2.8% |
| 3M | -3.7% | +16.9% | -20.6% | -11.7% |
| 6M | -24.5% | +68.0% | -92.5% | -41.7% |
| YTD | -49.3% | +45.6% | -94.9% | -58.7% |
| 1Y | -58.7% | +12.7% | -71.4% | -62.4% |
| 3Y | -34.1% | -24.4% | -9.7% | -31.2% |
| 5Y | -64.5% | -26.7% | -37.8% | -64.9% |
| All | -44.2% | +3.0% | -47.2% | -59.7% |
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 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