+13.2%
TENB vs RBA
+198.8%
-185.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -9.1% | -2.9% | -6.2% | -7.9% |
| 30D | -4.9% | -12.3% | +7.4% | +0.6% |
| 3M | +16.9% | -20.5% | +37.5% | +27.8% |
| 6M | +68.0% | -18.5% | +86.5% | +81.1% |
| YTD | +45.6% | -18.2% | +63.8% | +56.2% |
| 1Y | +12.7% | -27.5% | +40.2% | +27.4% |
| 3Y | -24.4% | +38.1% | -62.5% | -39.0% |
| 5Y | -26.7% | +44.8% | -71.5% | -44.7% |
| All | +13.2% | +198.8% | -185.5% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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