-0.5%
TENB vs VIG
+161.4%
-161.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.9% |
| 7D | -12.1% | -1.1% | -11.0% | -11.0% |
| 30D | -18.6% | -2.7% | -15.9% | -15.8% |
| 3M | +12.1% | +2.5% | +9.5% | +8.8% |
| 6M | +46.8% | +9.2% | +37.6% | +31.7% |
| YTD | +28.0% | +9.8% | +18.1% | +14.1% |
| 1Y | -1.4% | +12.4% | -13.8% | -14.5% |
| 3Y | -33.9% | +55.9% | -89.8% | -61.7% |
| 5Y | -34.6% | +63.9% | -98.6% | -63.5% |
| All | -0.5% | +161.4% | -161.8% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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