-44.2%
RGEN vs TENB
-32.3%
-11.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.6% | +1.8% |
| 7D | -2.9% | -7.1% | +4.2% | 0.0% |
| 30D | -0.1% | -15.4% | +15.3% | +5.8% |
| 3M | +25.9% | +19.5% | +6.4% | +12.0% |
| 6M | +35.2% | +54.8% | -19.6% | +4.7% |
| YTD | +0.5% | +36.1% | -35.6% | -18.4% |
| 1Y | +37.0% | +7.0% | +30.0% | +24.9% |
| 3Y | +2.0% | -27.6% | +29.6% | +9.3% |
| 5Y | -44.2% | -30.5% | -13.7% | -42.6% |
| All | -44.2% | -32.3% | -11.9% | -42.6% |
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