+183.9%
ROST vs TENB
-9.4%
+193.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.0% | +8.3% | +3.5% |
| 7D | +0.2% | -12.1% | +12.3% | +2.6% |
| 30D | -6.9% | -18.6% | +11.7% | -3.6% |
| 3M | -3.3% | +12.1% | -15.4% | -7.3% |
| 6M | +9.0% | +46.8% | -37.8% | -2.4% |
| YTD | +28.9% | +28.0% | +0.9% | +18.1% |
| 1Y | +54.0% | -1.4% | +55.4% | +49.4% |
| 3Y | +100.7% | -33.9% | +134.7% | +107.9% |
| 5Y | +116.0% | -34.6% | +150.7% | +112.9% |
| All | +183.9% | -9.4% | +193.3% | +110.6% |
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 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