+34.7%
TENB vs URA
+214.8%
-180.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -3.3% | -1.5% | -1.7% | -2.7% |
| 30D | +6.9% | -10.4% | +17.3% | +10.7% |
| 3M | +1.8% | -29.6% | +31.5% | +13.3% |
| 6M | +98.1% | -40.3% | +138.3% | +130.9% |
| YTD | +73.2% | -25.5% | +98.7% | +81.2% |
| 1Y | +50.7% | -26.4% | +77.1% | +57.6% |
| 3Y | +9.3% | +31.4% | -22.1% | -16.0% |
| 5Y | -25.1% | +28.6% | -53.7% | -44.7% |
| All | +34.7% | +214.8% | -180.0% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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