+5.9%
TENB vs VICR
+204.9%
-199.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -4.2% |
| 7D | -7.1% | -0.4% | -6.7% | -7.1% |
| 30D | -15.4% | -15.6% | +0.2% | -12.8% |
| 3M | +19.5% | -35.4% | +54.9% | +28.1% |
| 6M | +54.8% | +1.3% | +53.5% | +42.6% |
| YTD | +36.1% | +62.5% | -26.3% | +8.7% |
| 1Y | +7.0% | +255.5% | -248.5% | -32.5% |
| 3Y | -27.6% | +182.0% | -209.6% | -56.3% |
| 5Y | -30.5% | +42.9% | -73.4% | -53.8% |
| All | +5.9% | +204.9% | -199.0% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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