+13.2%
TENB vs RVTY
+67.5%
-54.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -9.1% | +1.1% | -10.2% | -9.7% |
| 30D | -4.9% | +13.2% | -18.1% | -11.2% |
| 3M | +16.9% | +27.2% | -10.3% | +1.3% |
| 6M | +68.0% | +32.4% | +35.6% | +40.8% |
| YTD | +45.6% | +34.9% | +10.7% | +20.3% |
| 1Y | +12.7% | +52.4% | -39.6% | -13.9% |
| 3Y | -24.4% | +12.3% | -36.7% | -35.5% |
| 5Y | -26.7% | -30.8% | +4.1% | -14.0% |
| All | +13.2% | +67.5% | -54.3% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling