+44.4%
TENB vs RACE
+235.9%
-191.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.3% |
| 7D | -8.0% | +3.9% | -11.9% | -9.8% |
| 30D | +5.0% | +7.4% | -2.4% | +1.1% |
| 3M | +20.0% | +1.6% | +18.4% | +18.4% |
| 6M | +100.0% | +23.3% | +76.7% | +76.9% |
| YTD | +85.6% | +14.7% | +70.9% | +68.6% |
| 1Y | +57.8% | +2.5% | +55.3% | +52.4% |
| 3Y | +17.6% | +28.0% | -10.4% | -10.1% |
| 5Y | -21.7% | +69.8% | -91.5% | -52.2% |
| All | +44.4% | +235.9% | -191.5% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling