+262.9%
RY vs TENB
+3.0%
+259.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +3.1% | -9.1% | +12.2% | +4.3% |
| 30D | -0.3% | -4.9% | +4.5% | 0.0% |
| 3M | +8.7% | +16.9% | -8.3% | +5.4% |
| 6M | +28.5% | +68.0% | -39.4% | +17.8% |
| YTD | +25.1% | +45.6% | -20.4% | +16.6% |
| 1Y | +46.3% | +12.7% | +33.6% | +41.4% |
| 3Y | +154.9% | -24.4% | +179.3% | +157.1% |
| 5Y | +140.3% | -26.7% | +167.0% | +133.9% |
| All | +262.9% | +3.0% | +259.9% | +190.5% |
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