+34.7%
TENB vs RRC
+246.3%
-211.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -3.3% | +6.4% | -9.6% | -4.0% |
| 30D | +6.9% | +23.9% | -17.0% | +4.1% |
| 3M | +1.8% | +30.2% | -28.4% | -1.4% |
| 6M | +98.1% | +26.3% | +71.8% | +92.2% |
| YTD | +73.2% | +48.1% | +25.1% | +64.6% |
| 1Y | +50.7% | +37.7% | +13.0% | +44.2% |
| 3Y | +9.3% | +60.3% | -51.0% | +2.0% |
| 5Y | -25.1% | +135.3% | -160.4% | -34.0% |
| All | +34.7% | +246.3% | -211.6% | +23.3% |
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