+95.0%
ROST vs TENB
+9.5%
+85.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | +0.3% | -3.3% | +3.5% | +0.5% |
| 30D | +0.5% | +6.9% | -6.4% | +0.1% |
| 3M | -5.2% | +1.8% | -7.1% | -5.3% |
| 6M | +9.8% | +98.1% | -88.2% | +0.5% |
| YTD | +29.4% | +73.2% | -43.8% | +20.7% |
| 1Y | +44.4% | +50.7% | -6.3% | +38.4% |
| 3Y | +95.0% | +9.3% | +85.7% | +90.7% |
| All | +95.0% | +9.5% | +85.5% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling