+119.0%
RRX vs TENB
+1.4%
+117.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +4.3% | -5.0% | +9.3% | +5.5% |
| 30D | -8.0% | -7.4% | -0.7% | -6.9% |
| 3M | -22.0% | +22.3% | -44.3% | -27.4% |
| 6M | -11.9% | +60.2% | -72.1% | -24.8% |
| YTD | +17.1% | +43.2% | -26.1% | +2.2% |
| 1Y | +14.9% | +8.2% | +6.7% | +8.6% |
| 3Y | +6.9% | -23.8% | +30.7% | +10.6% |
| 5Y | +19.6% | -26.9% | +46.4% | +18.9% |
| All | +119.0% | +1.4% | +117.6% | +71.0% |
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