+314.8%
ZS vs TENB
-9.4%
+324.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +4.4% |
| 7D | -3.1% | -12.1% | +9.0% | +4.8% |
| 30D | -7.2% | -18.6% | +11.4% | +5.0% |
| 3M | +30.5% | +12.1% | +18.4% | +18.3% |
| 6M | +7.0% | +46.8% | -39.8% | -17.6% |
| YTD | -26.8% | +28.0% | -54.8% | -38.8% |
| 1Y | -42.6% | -1.4% | -41.2% | -43.6% |
| 3Y | -0.3% | -33.9% | +33.6% | +20.9% |
| 5Y | -39.2% | -34.6% | -4.6% | -25.1% |
| All | +314.8% | -9.4% | +324.2% | +287.7% |
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 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