+2.0%
RDW vs TENB
-43.8%
+45.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.7% | 0.0% |
| 7D | +0.9% | -12.1% | +12.9% | +5.8% |
| 30D | -21.3% | -18.6% | -2.7% | -15.7% |
| 3M | -37.9% | +12.1% | -49.9% | -42.3% |
| 6M | +12.3% | +46.8% | -34.5% | -7.9% |
| YTD | +39.7% | +28.0% | +11.8% | +19.6% |
| 1Y | +25.7% | -1.4% | +27.1% | +20.0% |
| 3Y | +230.8% | -33.9% | +264.8% | +264.8% |
| 5Y | -8.8% | -34.6% | +25.9% | -0.5% |
| All | +2.0% | -43.8% | +45.8% | +10.8% |
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