+34.7%
TENB vs RVTY
+98.7%
-64.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.2% |
| 7D | -3.3% | -0.5% | -2.8% | -3.0% |
| 30D | +6.9% | +1.5% | +5.4% | +5.8% |
| 3M | +1.8% | +31.5% | -29.6% | -12.5% |
| 6M | +98.1% | +62.7% | +35.4% | +49.6% |
| YTD | +73.2% | +60.0% | +13.3% | +30.2% |
| 1Y | +50.7% | +65.7% | -15.0% | +10.7% |
| 3Y | +9.3% | +85.2% | -75.9% | -31.2% |
| 5Y | -25.1% | -14.9% | -10.2% | -21.8% |
| All | +34.7% | +98.7% | -64.0% | -29.1% |
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