-39.6%
ZS vs TENB
-32.3%
-7.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | +2.0% |
| 7D | -8.1% | -7.1% | -0.9% | -3.0% |
| 30D | -8.4% | -15.4% | +6.9% | +2.7% |
| 3M | +31.1% | +19.5% | +11.6% | +10.8% |
| 6M | +4.4% | +54.8% | -50.4% | -27.0% |
| YTD | -27.3% | +36.1% | -63.4% | -44.4% |
| 1Y | -41.4% | +7.0% | -48.3% | -46.4% |
| 3Y | +1.7% | -27.6% | +29.3% | +17.8% |
| 5Y | -39.6% | -30.5% | -9.1% | -26.0% |
| All | -39.6% | -32.3% | -7.3% | -26.0% |
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