+11.4%
TENB vs RVTY
+63.5%
-52.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.3% |
| 7D | -5.0% | +0.4% | -5.4% | -5.3% |
| 30D | -7.4% | +10.8% | -18.2% | -12.5% |
| 3M | +22.3% | +26.8% | -4.5% | +6.0% |
| 6M | +60.2% | +39.3% | +20.8% | +30.6% |
| YTD | +43.2% | +31.6% | +11.6% | +19.9% |
| 1Y | +8.2% | +47.7% | -39.5% | -16.0% |
| 3Y | -23.8% | +19.9% | -43.7% | -38.2% |
| 5Y | -26.9% | -32.3% | +5.5% | -13.2% |
| All | +11.4% | +63.5% | -52.1% | -34.8% |
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