+6.2%
ZTS vs TENB
+22.6%
-16.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +5.6% | -3.3% | +8.8% | +6.2% |
| 30D | +12.1% | +6.9% | +5.2% | +10.4% |
| 3M | +11.3% | +1.8% | +9.4% | +9.6% |
| 6M | +14.3% | +98.1% | -83.7% | -3.3% |
| YTD | -31.9% | +73.2% | -105.1% | -41.4% |
| 1Y | -29.3% | +50.7% | -79.9% | -37.3% |
| 3Y | -48.0% | +9.3% | -57.4% | -51.5% |
| 5Y | -58.9% | -25.1% | -33.8% | -60.4% |
| All | +6.2% | +22.6% | -16.4% | -20.2% |
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