+167.1%
RTX vs TENB
-28.0%
+195.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -3.1% | -5.0% | +1.9% | -2.7% |
| 30D | -10.6% | -7.4% | -3.2% | -10.2% |
| 3M | +11.6% | +22.3% | -10.6% | +9.1% |
| 6M | -4.5% | +60.2% | -64.7% | -9.3% |
| YTD | +9.6% | +43.2% | -33.6% | +5.0% |
| 1Y | +30.8% | +8.2% | +22.7% | +29.2% |
| 3Y | +152.8% | -23.8% | +176.6% | +156.0% |
| 5Y | +167.1% | -26.9% | +194.0% | +161.1% |
| All | +167.1% | -28.0% | +195.1% | +161.1% |
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