+90.0%
RSG vs TENB
-35.4%
+125.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.7% | +1.1% |
| 7D | 0.0% | -12.1% | +12.1% | +0.7% |
| 30D | +4.0% | -18.6% | +22.6% | +5.0% |
| 3M | +7.4% | +12.1% | -4.7% | +6.0% |
| 6M | +0.1% | +46.8% | -46.7% | -3.4% |
| YTD | +6.0% | +28.0% | -21.9% | +3.2% |
| 1Y | -3.0% | -1.4% | -1.6% | -3.7% |
| 3Y | +56.5% | -33.9% | +90.4% | +58.7% |
| All | +90.0% | -35.4% | +125.5% | +85.6% |
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 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