-56.4%
RIG vs TENB
-9.4%
-47.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | -0.2% |
| 7D | -3.1% | -12.1% | +9.0% | +0.2% |
| 30D | -0.5% | -18.6% | +18.1% | +4.1% |
| 3M | -6.0% | +12.1% | -18.0% | -11.7% |
| 6M | -10.1% | +46.8% | -56.9% | -23.0% |
| YTD | +37.3% | +28.0% | +9.3% | +21.3% |
| 1Y | +73.9% | -1.4% | +75.3% | +66.1% |
| 3Y | -30.2% | -33.9% | +3.8% | -26.6% |
| 5Y | +62.5% | -34.6% | +97.1% | +60.2% |
| All | -56.4% | -9.4% | -47.0% | -71.0% |
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