+603.6%
NVT vs TENB
-9.4%
+613.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.0% | +10.6% | +5.9% |
| 7D | +4.1% | -12.1% | +16.2% | +6.9% |
| 30D | -5.1% | -18.6% | +13.5% | -1.5% |
| 3M | -1.2% | +12.1% | -13.2% | -5.5% |
| 6M | +46.6% | +46.8% | -0.2% | +29.8% |
| YTD | +60.0% | +28.0% | +32.0% | +45.2% |
| 1Y | +70.8% | -1.4% | +72.2% | +65.5% |
| 3Y | +187.5% | -33.9% | +221.5% | +202.8% |
| 5Y | +426.1% | -34.6% | +460.8% | +420.7% |
| All | +603.6% | -9.4% | +613.1% | +403.7% |
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