-28.2%
TENB vs RRC
+154.4%
-182.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.7% | -1.7% | +0.1% | -1.3% |
| 30D | -8.3% | +3.6% | -11.9% | -8.9% |
| 3M | +26.2% | +8.8% | +17.3% | +23.8% |
| 6M | +60.2% | +0.8% | +59.4% | +59.0% |
| YTD | +43.1% | +19.0% | +24.1% | +37.3% |
| 1Y | +9.4% | +22.9% | -13.6% | +3.8% |
| 3Y | -23.9% | +32.3% | -56.2% | -30.0% |
| 5Y | -28.2% | +151.6% | -179.8% | -44.1% |
| All | -28.2% | +154.4% | -182.6% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling