+122.9%
RY vs TENB
-24.4%
+147.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.8% |
| 7D | -0.9% | -17.0% | +16.1% | +0.8% |
| 30D | +5.9% | +8.2% | -2.3% | +4.9% |
| 3M | -4.3% | +16.5% | -20.7% | -6.2% |
| 6M | +12.1% | +99.1% | -87.0% | +3.0% |
| YTD | +20.3% | +79.0% | -58.8% | +11.2% |
| 1Y | +41.0% | +53.9% | -12.9% | +32.9% |
| 3Y | +157.5% | +13.8% | +143.7% | +149.6% |
| All | +122.9% | -24.4% | +147.3% | +123.3% |
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 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