+177.1%
ROST vs TENB
+1.3%
+175.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -2.2% | -1.7% | -0.6% | -1.9% |
| 30D | -11.4% | -8.3% | -3.2% | -10.4% |
| 3M | -1.6% | +26.2% | -27.8% | -7.7% |
| 6M | +6.8% | +60.2% | -53.4% | -5.8% |
| YTD | +25.8% | +43.1% | -17.3% | +12.9% |
| 1Y | +52.4% | +9.4% | +43.1% | +45.1% |
| 3Y | +94.4% | -23.9% | +118.2% | +95.8% |
| 5Y | +108.2% | -28.2% | +136.5% | +101.9% |
| All | +177.1% | +1.3% | +175.8% | +101.5% |
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