+5.9%
TENB vs RRC
+179.2%
-173.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -4.9% |
| 7D | -7.1% | -1.2% | -6.0% | -7.0% |
| 30D | -15.4% | +3.0% | -18.3% | -15.7% |
| 3M | +19.5% | +7.3% | +12.2% | +18.4% |
| 6M | +54.8% | +3.6% | +51.2% | +53.7% |
| YTD | +36.1% | +19.4% | +16.8% | +32.8% |
| 1Y | +7.0% | +21.4% | -14.4% | +3.9% |
| 3Y | -27.6% | +32.8% | -60.3% | -31.0% |
| 5Y | -30.5% | +152.0% | -182.4% | -38.6% |
| All | +5.9% | +179.2% | -173.3% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling