+162.0%
RY vs TENB
-25.3%
+187.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +3.1% | -9.1% | +12.2% | +3.8% |
| 30D | -0.3% | -4.9% | +4.5% | -0.1% |
| 3M | +8.7% | +16.9% | -8.3% | +6.9% |
| 6M | +28.5% | +68.0% | -39.4% | +22.2% |
| YTD | +25.1% | +45.6% | -20.4% | +20.5% |
| 1Y | +46.3% | +12.7% | +33.6% | +45.2% |
| All | +162.0% | -25.3% | +187.2% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling