+14.9%
RRX vs TENB
-32.3%
+47.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +2.9% | -0.7% |
| 7D | -3.7% | -7.1% | +3.4% | -1.9% |
| 30D | -9.3% | -15.4% | +6.1% | -6.0% |
| 3M | -21.8% | +19.5% | -41.3% | -27.3% |
| 6M | -22.0% | +54.8% | -76.8% | -34.0% |
| YTD | +11.9% | +36.1% | -24.2% | -2.2% |
| 1Y | +11.6% | +7.0% | +4.6% | +6.0% |
| 3Y | +2.2% | -27.6% | +29.7% | +9.1% |
| 5Y | +14.9% | -30.5% | +45.3% | +16.8% |
| All | +14.9% | -32.3% | +47.2% | +16.8% |
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