-68.6%
RNG vs TENB
-35.4%
-33.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +3.3% |
| 7D | -6.1% | -12.1% | +6.0% | +1.1% |
| 30D | +9.6% | -18.6% | +28.2% | +22.2% |
| 3M | +83.3% | +12.1% | +71.3% | +62.7% |
| 6M | +77.9% | +46.8% | +31.1% | +31.4% |
| YTD | +139.9% | +28.0% | +112.0% | +90.5% |
| 1Y | +121.7% | -1.4% | +123.1% | +109.3% |
| 3Y | +121.9% | -33.9% | +155.8% | +156.0% |
| All | -68.6% | -35.4% | -33.1% | -65.2% |
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