-14.2%
RNG vs TENB
+1.4%
-15.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.5% |
| 7D | -0.8% | -5.0% | +4.2% | +1.9% |
| 30D | +11.4% | -7.4% | +18.8% | +14.9% |
| 3M | +72.1% | +22.3% | +49.8% | +49.2% |
| 6M | +67.9% | +60.2% | +7.8% | +24.3% |
| YTD | +144.3% | +43.2% | +101.1% | +89.9% |
| 1Y | +117.5% | +8.2% | +109.4% | +98.1% |
| 3Y | +123.9% | -23.8% | +147.7% | +136.2% |
| 5Y | -70.1% | -26.9% | -43.2% | -68.1% |
| All | -14.2% | +1.4% | -15.6% | -34.2% |
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 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