+57.0%
IYR vs TENB
+1.4%
+55.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -0.4% | -5.0% | +4.6% | +0.4% |
| 30D | -2.5% | -7.4% | +4.8% | -1.7% |
| 3M | +1.5% | +22.3% | -20.8% | -3.2% |
| 6M | +3.9% | +60.2% | -56.3% | -6.3% |
| YTD | +9.5% | +43.2% | -33.7% | +0.3% |
| 1Y | +7.5% | +8.2% | -0.7% | +3.5% |
| 3Y | +30.8% | -23.8% | +54.6% | +31.8% |
| 5Y | +4.8% | -26.9% | +31.7% | +1.7% |
| All | +57.0% | +1.4% | +55.6% | +23.9% |
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