-28.2%
TENB vs URA
+132.7%
-161.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.3% |
| 7D | -1.7% | +5.7% | -7.4% | -3.2% |
| 30D | -8.3% | +5.6% | -13.8% | -9.8% |
| 3M | +26.2% | +6.2% | +19.9% | +23.3% |
| 6M | +60.2% | -8.2% | +68.4% | +61.2% |
| YTD | +43.1% | +9.7% | +33.4% | +34.1% |
| 1Y | +9.4% | +17.0% | -7.6% | -1.5% |
| 3Y | -23.9% | +118.5% | -142.3% | -48.8% |
| 5Y | -28.2% | +134.3% | -162.6% | -54.9% |
| All | -28.2% | +132.7% | -161.0% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling