-26.9%
TENB vs RACE
+92.4%
-119.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -5.0% | -1.0% | -3.9% | -4.6% |
| 30D | -7.4% | -1.5% | -5.8% | -6.8% |
| 3M | +22.3% | +15.5% | +6.8% | +14.7% |
| 6M | +60.2% | +17.3% | +42.9% | +48.2% |
| YTD | +43.2% | +11.1% | +32.1% | +35.1% |
| 1Y | +8.2% | -14.3% | +22.4% | +13.5% |
| 3Y | -23.8% | +40.2% | -64.0% | -45.8% |
| 5Y | -26.9% | +92.6% | -119.4% | -58.7% |
| All | -26.9% | +92.4% | -119.3% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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