+5.9%
TENB vs RVTY
+55.6%
-49.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.5% | -3.6% |
| 7D | -7.1% | -7.4% | +0.3% | -3.3% |
| 30D | -15.4% | +4.5% | -19.9% | -17.6% |
| 3M | +19.5% | +19.5% | 0.0% | +7.2% |
| 6M | +54.8% | +34.1% | +20.7% | +28.8% |
| YTD | +36.1% | +25.3% | +10.9% | +16.9% |
| 1Y | +7.0% | +47.0% | -40.0% | -16.9% |
| 3Y | -27.6% | +14.1% | -41.7% | -39.7% |
| 5Y | -30.5% | -34.6% | +4.1% | -16.2% |
| All | +5.9% | +55.6% | -49.7% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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