-51.1%
Z vs TENB
+32.9%
-84.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.7% | -3.9% | -8.1% |
| 7D | -2.3% | -14.7% | +12.5% | +3.9% |
| 30D | +9.4% | +11.9% | -2.5% | +3.8% |
| 3M | -16.1% | +22.7% | -38.8% | -24.6% |
| 6M | -30.4% | +110.1% | -140.5% | -51.4% |
| YTD | -55.6% | +87.7% | -143.3% | -67.9% |
| 1Y | -58.5% | +59.7% | -118.2% | -67.9% |
| 3Y | -19.6% | +19.0% | -38.7% | -31.0% |
| 5Y | -54.1% | -20.7% | -33.4% | -56.5% |
| All | -51.1% | +32.9% | -84.0% | -68.7% |
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